+2,791.2%
FICO vs TCOM
+2,694.8%
+96.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | -9.5% | -9.7% | -17.6% |
| 30D | -14.6% | -10.7% | -3.9% | -12.7% |
| 3M | -20.1% | -14.6% | -5.5% | -17.9% |
| 6M | -36.3% | -19.3% | -17.0% | -33.9% |
| YTD | -44.9% | -42.9% | -1.9% | -39.1% |
| 1Y | -38.6% | -43.8% | +5.2% | -32.1% |
| 3Y | +4.0% | +2.1% | +1.9% | -1.2% |
| 5Y | +99.5% | +31.2% | +68.3% | +70.0% |
| 10Y | +604.7% | -13.9% | +618.6% | +517.8% |
| All | +2,791.2% | +2,694.8% | +96.5% | +1,315.1% |
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 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