+11.9%
FE vs TCOM
-42.5%
+54.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.7% |
| 7D | +1.9% | -9.5% | +11.5% | +1.0% |
| 30D | -1.2% | -10.7% | +9.6% | -2.2% |
| 3M | +3.5% | -14.6% | +18.1% | +2.0% |
| 6M | -6.1% | -19.3% | +13.3% | -7.9% |
| YTD | +7.6% | -42.9% | +50.6% | +2.0% |
| 1Y | +11.9% | -43.8% | +55.7% | +5.8% |
| All | +11.9% | -42.5% | +54.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling