+140.9%
NOK vs TCOM
-46.9%
+187.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +11.0% | -4.9% | +15.9% | +11.5% |
| 30D | +7.8% | -14.4% | +22.2% | +9.5% |
| 3M | -21.0% | -17.7% | -3.3% | -19.0% |
| 6M | +40.9% | -25.1% | +66.0% | +47.4% |
| YTD | +72.0% | -45.7% | +117.8% | +88.9% |
| 1Y | +140.9% | -47.9% | +188.8% | +164.1% |
| All | +140.9% | -46.9% | +187.8% | +164.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling