-80.5%
FCUV vs TCOM
-42.5%
-38.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.9% | -12.8% | -13.4% |
| 7D | +62.8% | -9.5% | +72.4% | +67.0% |
| 30D | +66.5% | -10.7% | +77.2% | +72.0% |
| 3M | +459.9% | -14.6% | +474.6% | +485.7% |
| 6M | -12.4% | -19.3% | +7.0% | -8.3% |
| YTD | -47.5% | -42.9% | -4.6% | -44.1% |
| 1Y | -80.5% | -43.8% | -36.7% | -79.4% |
| All | -80.5% | -42.5% | -38.0% | -79.4% |
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