+180.8%
NOK vs TCOM
+7.1%
+173.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | +8.7% | -6.5% | +15.2% | +9.7% |
| 30D | +12.5% | -16.2% | +28.7% | +15.1% |
| 3M | -20.7% | -19.3% | -1.4% | -18.6% |
| 6M | +36.2% | -27.2% | +63.4% | +42.1% |
| YTD | +64.1% | -46.2% | +110.3% | +78.5% |
| 1Y | +132.4% | -46.6% | +179.0% | +152.7% |
| All | +180.8% | +7.1% | +173.6% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling