+641.7%
NVS vs TCOM
+2,658.7%
-2,016.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.3% | -12.6% | -13.8% |
| 7D | -14.6% | -7.6% | -7.0% | -14.1% |
| 30D | -11.9% | -12.2% | +0.3% | -11.0% |
| 3M | -6.0% | -14.2% | +8.3% | -5.0% |
| 6M | -11.4% | -25.0% | +13.6% | -9.6% |
| YTD | +2.9% | -43.7% | +46.6% | +7.0% |
| 1Y | +10.2% | -44.5% | +54.8% | +14.7% |
| 3Y | +55.3% | +13.4% | +41.9% | +50.6% |
| 5Y | +89.6% | +26.5% | +63.1% | +77.5% |
| 10Y | +176.1% | -10.3% | +186.3% | +158.0% |
| All | +641.7% | +2,658.7% | -2,016.9% | +443.4% |
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