+1,398.7%
FDS vs TCOM
+2,694.8%
-1,296.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -1.9% | -9.5% | +7.6% | -0.4% |
| 30D | +9.0% | -10.7% | +19.7% | +10.9% |
| 3M | +18.9% | -14.6% | +33.5% | +21.6% |
| 6M | +35.1% | -19.3% | +54.5% | +39.3% |
| YTD | +5.5% | -42.9% | +48.4% | +14.2% |
| 1Y | -16.8% | -43.8% | +27.0% | -9.9% |
| 3Y | -28.1% | +2.1% | -30.2% | -31.3% |
| 5Y | -17.4% | +31.2% | -48.6% | -28.6% |
| 10Y | +85.4% | -13.9% | +99.4% | +62.6% |
| All | +1,398.7% | +2,694.8% | -1,296.1% | +567.0% |
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