+1,127.5%
NI vs TCOM
+2,658.7%
-1,531.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +2.3% | -7.6% | +9.9% | +2.9% |
| 30D | -1.7% | -12.2% | +10.6% | -0.7% |
| 3M | -8.0% | -14.2% | +6.2% | -7.0% |
| 6M | -8.6% | -25.0% | +16.4% | -6.7% |
| YTD | +2.3% | -43.7% | +46.0% | +6.8% |
| 1Y | +6.9% | -44.5% | +51.5% | +11.6% |
| 3Y | +70.6% | +13.4% | +57.1% | +64.6% |
| 5Y | +96.4% | +26.5% | +69.9% | +81.9% |
| 10Y | +136.1% | -10.3% | +146.4% | +117.8% |
| All | +1,127.5% | +2,658.7% | -1,531.1% | +683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling