+43.8%
NWSA vs TCOM
+8.0%
+35.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.8% | -4.9% | +2.1% | -2.2% |
| 30D | +3.0% | -14.4% | +17.4% | +4.9% |
| 3M | +12.3% | -17.7% | +30.0% | +14.7% |
| 6M | +21.9% | -25.1% | +47.0% | +25.8% |
| YTD | +13.6% | -45.7% | +59.3% | +21.0% |
| 1Y | +0.5% | -47.9% | +48.3% | +7.5% |
| 3Y | +43.8% | +8.9% | +34.8% | +39.7% |
| All | +43.8% | +8.0% | +35.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling