+1,972.6%
NOW vs TCOM
+424.5%
+1,548.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.0% | +12.1% | -15.1% | -5.5% |
| 30D | -26.0% | +16.5% | -42.5% | -28.6% |
| 3M | -13.1% | -4.0% | -9.1% | -12.5% |
| 6M | +14.5% | -18.5% | +33.0% | +19.3% |
| YTD | -33.4% | -38.3% | +4.9% | -26.7% |
| 1Y | -40.6% | -36.6% | -4.0% | -35.0% |
| 3Y | -16.3% | +31.1% | -47.4% | -25.4% |
| 5Y | -26.3% | +47.6% | -73.9% | -39.8% |
| 10Y | +512.7% | +5.1% | +507.7% | +403.8% |
| All | +1,972.6% | +424.5% | +1,548.0% | +1,276.3% |
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