-99.8%
FCUV vs TCOM
+29.4%
-129.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +3.1% |
| 7D | -66.5% | -4.9% | -61.6% | -65.9% |
| 30D | +5.0% | -14.4% | +19.4% | +9.1% |
| 3M | +63.8% | -17.7% | +81.5% | +71.4% |
| 6M | -67.8% | -25.1% | -42.7% | -65.8% |
| YTD | -82.4% | -45.7% | -36.7% | -79.9% |
| 1Y | -94.7% | -47.9% | -46.9% | -94.0% |
| 3Y | -99.3% | +8.9% | -108.2% | -99.3% |
| All | -99.8% | +29.4% | -129.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling