+2,085.0%
FICO vs TCOM
+2,922.3%
-837.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -0.9% | +12.1% | -13.0% | -3.2% |
| 30D | +3.3% | +16.5% | -13.1% | +0.2% |
| 3M | -31.7% | -4.0% | -27.7% | -31.1% |
| 6M | -34.0% | -18.5% | -15.5% | -31.6% |
| YTD | -58.3% | -38.3% | -20.0% | -54.6% |
| 1Y | -57.9% | -36.6% | -21.3% | -54.5% |
| 3Y | -24.1% | +31.1% | -55.2% | -31.2% |
| 5Y | +85.3% | +47.6% | +37.7% | +54.6% |
| 10Y | +520.3% | +5.1% | +515.2% | +423.9% |
| All | +2,085.0% | +2,922.3% | -837.2% | +953.5% |
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 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