+33.6%
TCOM vs NVMI
+261.9%
-228.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -14.4% | -8.4% | -6.0% | -12.8% |
| 3M | -17.7% | -33.6% | +15.9% | -10.2% |
| 6M | -25.1% | -14.7% | -10.4% | -25.4% |
| YTD | -45.7% | +13.2% | -59.0% | -51.0% |
| 1Y | -47.9% | +29.0% | -76.9% | -55.4% |
| 3Y | +8.9% | +215.0% | -206.0% | -41.5% |
| All | +33.6% | +261.9% | -228.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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