+258.7%
FE vs TCOM
+2,922.3%
-2,663.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | 0.0% | +12.1% | -12.1% | -0.9% |
| 30D | +5.2% | +16.5% | -11.3% | +4.0% |
| 3M | 0.0% | -4.0% | +4.0% | +0.2% |
| 6M | +5.0% | -18.5% | +23.6% | +6.4% |
| YTD | +7.9% | -38.3% | +46.2% | +11.2% |
| 1Y | +6.3% | -36.6% | +42.9% | +9.4% |
| 3Y | +46.0% | +31.1% | +14.9% | +39.6% |
| 5Y | +45.6% | +47.6% | -1.9% | +34.0% |
| 10Y | +109.3% | +5.1% | +104.3% | +91.5% |
| All | +258.7% | +2,922.3% | -2,663.6% | +129.8% |
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 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