+36.0%
NVS vs TCOM
-39.6%
+75.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.5% |
| 7D | +5.7% | +10.7% | -5.0% | +5.6% |
| 30D | +17.1% | +10.1% | +7.0% | +16.9% |
| 3M | +7.6% | -8.9% | +16.5% | +7.3% |
| 6M | +14.1% | -19.2% | +33.2% | +14.3% |
| YTD | +23.3% | -40.6% | +63.9% | +20.0% |
| 1Y | +36.0% | -39.0% | +75.0% | +31.7% |
| All | +36.0% | -39.6% | +75.6% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling