-95.9%
FCUV vs TCOM
+33.5%
-129.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.8% | -6.4% |
| 7D | -63.8% | -10.2% | -53.6% | -63.0% |
| 30D | -14.7% | -16.8% | +2.2% | -11.6% |
| 3M | +65.3% | -16.7% | +82.0% | +70.8% |
| 6M | -68.5% | -27.1% | -41.4% | -66.8% |
| YTD | -83.0% | -45.5% | -37.5% | -81.3% |
| 1Y | -94.4% | -45.9% | -48.5% | -93.8% |
| 3Y | -99.3% | +9.8% | -109.0% | -99.3% |
| 5Y | -99.9% | +23.8% | -123.7% | -99.9% |
| 10Y | -98.6% | -10.8% | -87.8% | -98.8% |
| All | -95.9% | +33.5% | -129.4% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling