+848.3%
NVDX vs TCOM
+20.6%
+827.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.6% |
| 7D | -0.9% | -10.2% | +9.3% | +3.3% |
| 30D | +3.0% | -16.8% | +19.8% | +10.4% |
| 3M | +6.8% | -16.7% | +23.5% | +13.4% |
| 6M | +28.6% | -27.1% | +55.7% | +44.8% |
| YTD | +17.0% | -45.5% | +62.5% | +47.4% |
| 1Y | +27.0% | -45.9% | +72.9% | +60.3% |
| All | +848.3% | +20.6% | +827.7% | +714.1% |
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