+45.2%
NU vs TCOM
+46.5%
-1.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.1% |
| 7D | -2.6% | -10.2% | +7.6% | +0.7% |
| 30D | +8.2% | -16.8% | +25.1% | +14.6% |
| 3M | +26.3% | -16.7% | +43.0% | +32.8% |
| 6M | +2.2% | -27.1% | +29.3% | +12.4% |
| YTD | -10.4% | -45.5% | +35.1% | +7.2% |
| 1Y | -3.0% | -45.9% | +42.9% | +16.0% |
| 3Y | +120.3% | +9.8% | +110.5% | +85.1% |
| All | +45.2% | +46.5% | -1.2% | -1.3% |
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