-99.1%
NVD vs TCOM
+1.8%
-101.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.6% |
| 7D | +10.8% | -4.9% | +15.7% | +8.6% |
| 30D | +0.8% | -14.4% | +15.1% | -5.6% |
| 3M | -20.8% | -17.7% | -3.2% | -26.9% |
| 6M | -41.2% | -25.1% | -16.0% | -47.5% |
| YTD | -44.2% | -45.7% | +1.5% | -56.1% |
| 1Y | -54.2% | -47.9% | -6.3% | -64.3% |
| 3Y | -99.1% | +8.9% | -108.1% | -98.8% |
| All | -99.1% | +1.8% | -101.0% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling