+103.5%
NU vs TCOM
+7.1%
+96.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -4.2% | -6.5% | +2.3% | -3.2% |
| 30D | +10.0% | -16.2% | +26.3% | +13.0% |
| 3M | +29.3% | -19.3% | +48.6% | +33.2% |
| 6M | +0.9% | -27.2% | +28.2% | +5.7% |
| YTD | -10.3% | -46.2% | +35.9% | -2.4% |
| 1Y | -3.2% | -46.6% | +43.5% | +5.4% |
| All | +103.5% | +7.1% | +96.4% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling