-30.1%
FDS vs TCOM
+13.4%
-43.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.2% |
| 7D | -5.4% | -7.6% | +2.2% | -4.9% |
| 30D | +1.6% | -12.2% | +13.8% | +2.5% |
| 3M | +17.7% | -14.2% | +32.0% | +18.7% |
| 6M | +29.1% | -25.0% | +54.1% | +30.9% |
| YTD | +1.0% | -43.7% | +44.7% | +3.8% |
| 1Y | -21.6% | -44.5% | +22.9% | -19.4% |
| 3Y | -30.1% | +13.4% | -43.5% | -30.1% |
| All | -30.1% | +13.4% | -43.5% | -30.1% |
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