+649.9%
NVDL vs TCOM
+8.0%
+641.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -10.3% | -4.9% | -5.4% | -8.4% |
| 30D | -7.1% | -14.4% | +7.3% | -1.3% |
| 3M | +6.6% | -17.7% | +24.2% | +14.2% |
| 6M | +21.1% | -25.1% | +46.2% | +35.3% |
| YTD | +15.2% | -45.7% | +61.0% | +46.5% |
| 1Y | +18.8% | -47.9% | +66.6% | +53.6% |
| 3Y | +649.9% | +8.9% | +641.0% | +538.7% |
| All | +649.9% | +8.0% | +641.9% | +538.7% |
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