+14,546.7%
NVDA vs TCOM
-9.8%
+14,556.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -5.1% | -4.9% | -0.2% | -3.6% |
| 30D | -2.5% | -14.4% | +11.9% | +2.3% |
| 3M | +6.7% | -17.7% | +24.3% | +12.5% |
| 6M | +17.6% | -25.1% | +42.7% | +27.8% |
| YTD | +17.3% | -45.7% | +63.1% | +40.2% |
| 1Y | +23.5% | -47.9% | +71.4% | +49.3% |
| 3Y | +384.6% | +8.9% | +375.7% | +329.2% |
| 5Y | +875.4% | +26.9% | +848.6% | +647.3% |
| All | +14,546.7% | -9.8% | +14,556.5% | +12,103.9% |
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