+84.4%
FICO vs TCOM
+40.6%
+43.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +0.1% | +12.1% | -12.0% | -1.9% |
| 3M | -35.2% | -3.2% | -32.0% | -34.8% |
| 6M | -32.4% | -16.6% | -15.7% | -30.6% |
| YTD | -57.4% | -39.4% | -18.0% | -54.2% |
| 1Y | -58.5% | -41.5% | -17.0% | -55.2% |
| 3Y | -28.9% | +24.4% | -53.2% | -34.1% |
| All | +84.4% | +40.6% | +43.8% | +65.5% |
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