+46.4%
FBTC vs TCOM
+16.8%
+29.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.6% |
| 7D | -9.2% | -1.8% | -7.4% | -8.9% |
| 30D | -15.8% | +12.1% | -27.9% | -17.2% |
| 3M | +8.7% | -3.2% | +11.9% | +9.0% |
| 6M | -13.6% | -16.6% | +3.0% | -11.6% |
| YTD | -21.5% | -39.4% | +17.9% | -16.5% |
| 1Y | -29.9% | -41.5% | +11.6% | -25.1% |
| All | +46.4% | +16.8% | +29.7% | +39.0% |
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