+41.8%
NTR vs TCOM
-42.5%
+84.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.7% |
| 7D | +8.1% | -9.5% | +17.6% | +6.9% |
| 30D | +18.8% | -10.7% | +29.5% | +17.2% |
| 3M | +16.2% | -14.6% | +30.8% | +14.2% |
| 6M | +9.8% | -19.3% | +29.1% | +7.3% |
| YTD | +30.9% | -42.9% | +73.8% | +17.9% |
| 1Y | +41.8% | -43.8% | +85.5% | +27.1% |
| All | +41.8% | -42.5% | +84.2% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling