+167.1%
NXT vs TCOM
+2.5%
+164.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | -2.6% | -6.5% | +3.9% | -1.0% |
| 30D | -22.4% | -16.2% | -6.2% | -19.2% |
| 3M | -27.3% | -19.3% | -8.0% | -23.9% |
| 6M | -28.5% | -27.2% | -1.2% | -23.3% |
| YTD | -6.6% | -46.2% | +39.6% | +7.6% |
| 1Y | +20.4% | -46.6% | +67.0% | +38.8% |
| 3Y | +90.9% | +8.4% | +82.5% | +80.8% |
| All | +167.1% | +2.5% | +164.6% | +152.4% |
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