+602.8%
FICO vs TCOM
-9.7%
+612.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -15.4% | -7.6% | -7.8% | -14.0% |
| 30D | -10.4% | -12.2% | +1.8% | -7.8% |
| 3M | -22.7% | -14.2% | -8.5% | -20.4% |
| 6M | -36.8% | -25.0% | -11.8% | -33.0% |
| YTD | -44.8% | -43.7% | -1.1% | -38.2% |
| 1Y | -39.3% | -44.5% | +5.2% | -31.9% |
| 3Y | +3.7% | +13.4% | -9.7% | -5.2% |
| 5Y | +101.7% | +26.5% | +75.3% | +68.4% |
| 10Y | +602.8% | -10.3% | +613.0% | +465.3% |
| All | +602.8% | -9.7% | +612.5% | +465.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling