+499.7%
FICO vs TCOM
+3.1%
+496.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -0.9% | +12.1% | -13.0% | -3.4% |
| 30D | +3.3% | +16.5% | -13.1% | -0.1% |
| 3M | -31.7% | -4.0% | -27.7% | -31.1% |
| 6M | -34.0% | -18.5% | -15.5% | -31.3% |
| YTD | -58.3% | -38.3% | -20.0% | -54.3% |
| 1Y | -57.9% | -36.6% | -21.3% | -54.2% |
| 3Y | -24.1% | +31.1% | -55.2% | -32.7% |
| 5Y | +85.3% | +47.6% | +37.7% | +49.7% |
| All | +499.7% | +3.1% | +496.5% | +371.3% |
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 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