+140.2%
NI vs TCOM
-9.8%
+150.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | 0.0% | -4.9% | +4.9% | +0.3% |
| 30D | -1.4% | -14.4% | +13.0% | -0.7% |
| 3M | -10.6% | -17.7% | +7.1% | -9.8% |
| 6M | -9.3% | -25.1% | +15.8% | -8.1% |
| YTD | +1.1% | -45.7% | +46.9% | +4.0% |
| 1Y | +3.4% | -47.9% | +51.2% | +6.5% |
| 3Y | +67.9% | +8.9% | +58.9% | +64.1% |
| 5Y | +98.0% | +26.9% | +71.1% | +88.1% |
| All | +140.2% | -9.8% | +150.0% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling