+4.7%
FAST vs TCOM
-44.5%
+49.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.4% |
| 7D | +1.3% | -7.6% | +8.9% | +1.3% |
| 30D | -4.7% | -12.2% | +7.5% | -4.6% |
| 3M | +7.9% | -14.2% | +22.1% | +8.1% |
| 6M | +7.4% | -25.0% | +32.4% | +8.1% |
| YTD | +25.1% | -43.7% | +68.8% | +25.3% |
| 1Y | +4.7% | -44.5% | +49.2% | +4.6% |
| All | +4.7% | -44.5% | +49.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling