+36.4%
NOK vs TCOM
-25.7%
+62.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.1% |
| 7D | +9.3% | -10.2% | +19.5% | +9.9% |
| 30D | +17.9% | -16.8% | +34.7% | +19.2% |
| 3M | -22.3% | -16.7% | -5.6% | -19.7% |
| 6M | +36.4% | -27.1% | +63.4% | +55.5% |
| All | +36.4% | -25.7% | +62.1% | +55.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling