-99.2%
NVD vs TCOM
+5.7%
-104.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.4% |
| 7D | -7.7% | -7.6% | 0.0% | -10.7% |
| 30D | -5.8% | -12.2% | +6.4% | -11.0% |
| 3M | -23.2% | -14.2% | -9.0% | -27.9% |
| 6M | -49.7% | -25.0% | -24.7% | -55.2% |
| YTD | -47.7% | -43.7% | -4.0% | -58.2% |
| 1Y | -61.3% | -44.5% | -16.8% | -69.1% |
| 3Y | -99.2% | +13.4% | -112.6% | -98.9% |
| All | -99.2% | +5.7% | -104.9% | -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 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