+750.3%
NVT vs TCOM
-9.8%
+760.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +4.1% | -4.9% | +9.0% | +5.2% |
| 30D | -5.1% | -14.4% | +9.3% | -2.1% |
| 3M | -1.2% | -17.7% | +16.5% | +2.3% |
| 6M | +46.6% | -25.1% | +71.7% | +54.9% |
| YTD | +60.0% | -45.7% | +105.7% | +80.4% |
| 1Y | +70.8% | -47.9% | +118.6% | +94.1% |
| 3Y | +187.5% | +8.9% | +178.6% | +166.5% |
| 5Y | +426.1% | +26.9% | +399.3% | +337.8% |
| All | +750.3% | -9.8% | +760.1% | +579.4% |
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