+40.9%
NWSA vs TCOM
+21.5%
+19.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -4.8% | -6.5% | +1.8% | -3.8% |
| 30D | +3.0% | -16.2% | +19.2% | +5.7% |
| 3M | +9.3% | -19.3% | +28.6% | +12.6% |
| 6M | +23.2% | -27.2% | +50.4% | +28.8% |
| YTD | +13.3% | -46.2% | +59.5% | +23.3% |
| 1Y | +2.9% | -46.6% | +49.5% | +12.0% |
| 3Y | +43.3% | +8.4% | +34.9% | +35.1% |
| 5Y | +40.9% | +25.8% | +15.1% | +25.9% |
| All | +40.9% | +21.5% | +19.4% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling