+790.9%
NOW vs TCOM
-12.7%
+803.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.5% |
| 7D | -4.1% | -10.2% | +6.1% | -1.7% |
| 30D | +2.9% | -16.8% | +19.7% | +7.5% |
| 3M | +22.6% | -16.7% | +39.3% | +27.8% |
| 6M | +7.5% | -27.1% | +34.6% | +15.7% |
| YTD | -14.4% | -45.5% | +31.1% | -1.8% |
| 1Y | -29.8% | -45.9% | +16.1% | -19.5% |
| 3Y | +9.2% | +9.8% | -0.5% | 0.0% |
| 5Y | +0.8% | +23.8% | -23.0% | -16.9% |
| 10Y | +790.9% | -10.8% | +801.7% | +608.2% |
| All | +790.9% | -12.7% | +803.6% | +608.2% |
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