+2,494.8%
NVDL vs TCOM
+14.0%
+2,480.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.2% |
| 7D | -8.7% | -6.5% | -2.2% | -6.3% |
| 30D | -1.3% | -16.2% | +14.9% | +5.1% |
| 3M | +11.4% | -19.3% | +30.7% | +19.5% |
| 6M | +22.9% | -27.2% | +50.1% | +37.5% |
| YTD | +15.4% | -46.2% | +61.6% | +43.9% |
| 1Y | +18.8% | -46.6% | +65.4% | +48.4% |
| 3Y | +641.4% | +8.4% | +633.0% | +582.0% |
| All | +2,494.8% | +14.0% | +2,480.8% | +2,536.8% |
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