+40.6%
NVDL vs TCOM
-42.5%
+83.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +11.7% | -9.5% | +21.2% | +14.9% |
| 30D | +7.8% | -10.7% | +18.6% | +11.3% |
| 3M | +3.3% | -14.6% | +17.9% | +8.3% |
| 6M | +38.9% | -19.3% | +58.2% | +48.9% |
| YTD | +28.5% | -42.9% | +71.4% | +52.8% |
| 1Y | +40.6% | -43.8% | +84.4% | +64.6% |
| All | +40.6% | -42.5% | +83.1% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling