+1,440.5%
FANG vs TCOM
+325.5%
+1,115.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.9% | -4.9% | +7.8% | +4.1% |
| 30D | +2.6% | -14.4% | +17.0% | +6.4% |
| 3M | +7.6% | -17.7% | +25.2% | +12.1% |
| 6M | +17.3% | -25.1% | +42.4% | +24.6% |
| YTD | +38.7% | -45.7% | +84.4% | +58.0% |
| 1Y | +51.6% | -47.9% | +99.5% | +74.3% |
| 3Y | +50.0% | +8.9% | +41.0% | +35.0% |
| 5Y | +237.6% | +26.9% | +210.7% | +166.1% |
| 10Y | +180.7% | -11.2% | +191.8% | +130.8% |
| All | +1,440.5% | +325.5% | +1,115.0% | +897.9% |
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