+138.6%
NOK vs TCOM
-9.8%
+148.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +11.0% | -4.9% | +15.9% | +11.9% |
| 30D | +7.8% | -14.4% | +22.2% | +10.8% |
| 3M | -21.0% | -17.7% | -3.3% | -18.6% |
| 6M | +40.9% | -25.1% | +66.0% | +47.7% |
| YTD | +72.0% | -45.7% | +117.8% | +90.5% |
| 1Y | +140.9% | -47.9% | +188.8% | +168.3% |
| 3Y | +194.3% | +8.9% | +185.3% | +176.0% |
| 5Y | +112.5% | +26.9% | +85.7% | +83.9% |
| All | +138.6% | -9.8% | +148.4% | +107.9% |
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