+92.7%
NXT vs TCOM
+8.5%
+84.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.9% |
| 7D | -0.2% | -10.2% | +10.0% | +2.2% |
| 30D | -20.0% | -16.8% | -3.1% | -16.6% |
| 3M | -30.9% | -16.7% | -14.3% | -28.3% |
| 6M | -23.8% | -27.1% | +3.3% | -18.4% |
| YTD | -5.4% | -45.5% | +40.1% | +8.5% |
| 1Y | +28.0% | -45.9% | +73.9% | +47.1% |
| All | +92.7% | +8.5% | +84.2% | +86.6% |
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