+137.2%
NWSA vs TCOM
-9.8%
+147.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.8% | -4.9% | +2.1% | -1.9% |
| 30D | +3.0% | -14.4% | +17.4% | +6.1% |
| 3M | +12.3% | -17.7% | +30.0% | +16.2% |
| 6M | +21.9% | -25.1% | +47.0% | +28.4% |
| YTD | +13.6% | -45.7% | +59.3% | +26.6% |
| 1Y | +0.5% | -47.9% | +48.3% | +12.8% |
| 3Y | +43.8% | +8.9% | +34.8% | +33.1% |
| 5Y | +41.2% | +26.9% | +14.3% | +19.3% |
| All | +137.2% | -9.8% | +147.0% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling