+115.8%
NWSA vs TCOM
+134.6%
-18.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -2.6% | -7.6% | +5.0% | -1.3% |
| 30D | +4.6% | -12.2% | +16.8% | +6.9% |
| 3M | +10.2% | -14.2% | +24.4% | +12.9% |
| 6M | +21.6% | -25.0% | +46.6% | +27.6% |
| YTD | +14.6% | -43.7% | +58.3% | +25.8% |
| 1Y | +0.4% | -44.5% | +44.9% | +10.4% |
| 3Y | +45.0% | +13.4% | +31.6% | +35.0% |
| 5Y | +41.3% | +26.5% | +14.8% | +22.2% |
| 10Y | +142.8% | -10.3% | +153.1% | +110.1% |
| All | +115.8% | +134.6% | -18.8% | +65.7% |
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 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