+114.5%
FE vs TCOM
-12.7%
+127.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | -0.2% | -10.2% | +10.0% | +0.2% |
| 30D | -1.2% | -16.8% | +15.7% | -0.5% |
| 3M | +1.7% | -16.7% | +18.3% | +2.3% |
| 6M | -7.5% | -27.1% | +19.6% | -6.5% |
| YTD | +6.3% | -45.5% | +51.8% | +8.6% |
| 1Y | +10.9% | -45.9% | +56.7% | +13.3% |
| 3Y | +46.9% | +9.8% | +37.2% | +43.5% |
| 5Y | +47.6% | +23.8% | +23.8% | +41.5% |
| 10Y | +114.5% | -10.8% | +125.3% | +89.4% |
| All | +114.5% | -12.7% | +127.2% | +89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling