+170.4%
NXT vs TCOM
+3.8%
+166.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.8% |
| 7D | -0.2% | -10.2% | +10.0% | +2.3% |
| 30D | -20.0% | -16.8% | -3.1% | -16.5% |
| 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% | +8.6% |
| 1Y | +28.0% | -45.9% | +73.9% | +47.2% |
| 3Y | +93.3% | +9.8% | +83.6% | +82.5% |
| All | +170.4% | +3.8% | +166.7% | +154.8% |
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