+531.6%
FICO vs TCOM
+3.5%
+528.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +2.9% |
| 7D | -0.1% | +7.4% | -7.5% | -1.7% |
| 30D | +8.4% | +13.2% | -4.8% | +5.5% |
| 3M | -30.5% | -4.6% | -25.9% | -29.8% |
| 6M | -35.7% | -16.4% | -19.3% | -33.5% |
| YTD | -57.2% | -38.8% | -18.4% | -52.9% |
| 1Y | -58.4% | -37.3% | -21.1% | -54.6% |
| 3Y | -24.8% | +31.4% | -56.3% | -33.4% |
| 5Y | +79.3% | +45.5% | +33.7% | +45.3% |
| 10Y | +531.6% | +4.6% | +527.0% | +396.1% |
| All | +531.6% | +3.5% | +528.1% | +396.1% |
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