-23.2%
FDS vs TCOM
+25.9%
-49.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.2% |
| 7D | -8.8% | -10.2% | +1.4% | -8.2% |
| 30D | -1.4% | -16.8% | +15.5% | -0.3% |
| 3M | +13.9% | -16.7% | +30.6% | +15.0% |
| 6M | +27.4% | -27.1% | +54.5% | +29.5% |
| YTD | -2.5% | -45.5% | +43.0% | +0.6% |
| 1Y | -23.8% | -45.9% | +22.1% | -21.4% |
| 3Y | -32.5% | +9.8% | -42.2% | -33.5% |
| 5Y | -23.2% | +23.8% | -47.0% | -26.2% |
| All | -23.2% | +25.9% | -49.1% | -26.2% |
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