+3,495.7%
NVO vs TCOM
+2,557.8%
+937.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.2% |
| 7D | -7.6% | -4.9% | -2.7% | -7.1% |
| 30D | -6.0% | -14.4% | +8.4% | -4.4% |
| 3M | -0.8% | -17.7% | +16.9% | +1.2% |
| 6M | +16.5% | -25.1% | +41.6% | +20.0% |
| YTD | -11.1% | -45.7% | +34.6% | -5.3% |
| 1Y | -16.7% | -47.9% | +31.1% | -10.9% |
| 3Y | -52.9% | +8.9% | -61.9% | -54.2% |
| 5Y | -3.0% | +26.9% | -29.8% | -10.3% |
| 10Y | +147.1% | -11.2% | +158.2% | +128.3% |
| All | +3,495.7% | +2,557.8% | +937.9% | +2,146.3% |
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