+2,771.1%
NOW vs TCOM
+385.1%
+2,386.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -2.4% | -9.5% | +7.1% | -0.3% |
| 30D | +20.5% | -10.7% | +31.2% | +23.5% |
| 3M | +18.3% | -14.6% | +33.0% | +22.3% |
| 6M | +24.1% | -19.3% | +43.4% | +29.8% |
| YTD | -7.8% | -42.9% | +35.2% | +3.5% |
| 1Y | -21.4% | -43.8% | +22.4% | -11.6% |
| 3Y | +19.5% | +2.1% | +17.4% | +12.8% |
| 5Y | +4.1% | +31.2% | -27.1% | -12.9% |
| 10Y | +826.4% | -13.9% | +840.3% | +693.2% |
| All | +2,771.1% | +385.1% | +2,386.1% | +1,842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling