+66.0%
NUE vs TCOM
+8.0%
+58.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.5% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | -4.6% | -14.4% | +9.8% | -3.3% |
| 3M | -0.3% | -17.7% | +17.3% | +1.2% |
| 6M | +51.9% | -25.1% | +77.0% | +55.8% |
| YTD | +60.0% | -45.7% | +105.7% | +69.3% |
| 1Y | +82.9% | -47.9% | +130.7% | +94.3% |
| 3Y | +66.0% | +8.9% | +57.0% | +61.4% |
| All | +66.0% | +8.0% | +58.0% | +61.4% |
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