-23.3%
FDS vs TCOM
+40.9%
-64.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -2.6% | -1.4% | -1.2% | -2.5% |
| 30D | +14.1% | +11.5% | +2.6% | +13.2% |
| 3M | +19.8% | -5.2% | +25.0% | +20.1% |
| 6M | +55.0% | -16.9% | +71.9% | +56.3% |
| YTD | +15.9% | -39.9% | +55.8% | +18.8% |
| 1Y | +24.2% | -42.1% | +66.3% | +27.6% |
| 3Y | -24.0% | +28.0% | -52.1% | -26.0% |
| 5Y | -23.3% | +40.4% | -63.7% | -26.4% |
| All | -23.3% | +40.9% | -64.3% | -26.4% |
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 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