+49.0%
FE vs TCOM
+30.8%
+18.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +1.9% | -9.5% | +11.5% | +1.9% |
| 30D | -1.2% | -10.7% | +9.6% | -1.2% |
| 3M | +3.5% | -14.6% | +18.1% | +3.5% |
| 6M | -6.1% | -19.3% | +13.3% | -6.1% |
| YTD | +7.6% | -42.9% | +50.6% | +7.7% |
| 1Y | +11.9% | -43.8% | +55.7% | +12.0% |
| 3Y | +48.4% | +2.1% | +46.3% | +47.8% |
| All | +49.0% | +30.8% | +18.2% | +48.8% |
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 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