+2,490.2%
NVDL vs TCOM
+14.9%
+2,475.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -10.3% | -4.9% | -5.4% | -8.6% |
| 30D | -7.1% | -14.4% | +7.3% | -1.9% |
| 3M | +6.6% | -17.7% | +24.2% | +13.5% |
| 6M | +21.1% | -25.1% | +46.2% | +33.9% |
| YTD | +15.2% | -45.7% | +61.0% | +43.2% |
| 1Y | +18.8% | -47.9% | +66.6% | +49.9% |
| 3Y | +649.9% | +8.9% | +641.0% | +588.2% |
| All | +2,490.2% | +14.9% | +2,475.2% | +2,524.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling