-68.5%
FCUV vs TCOM
-25.7%
-42.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.8% | -5.8% |
| 7D | -63.8% | -10.2% | -53.6% | -62.6% |
| 30D | -14.7% | -16.8% | +2.2% | -8.7% |
| 3M | +65.3% | -16.7% | +82.0% | +72.5% |
| 6M | -68.5% | -27.1% | -41.4% | -74.7% |
| All | -68.5% | -25.7% | -42.8% | -74.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling