-51.7%
FIG vs TCOM
-39.6%
-12.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.1% | +4.2% |
| 7D | -4.7% | +10.7% | -15.3% | -7.7% |
| 30D | +0.5% | +10.1% | -9.5% | -2.5% |
| 3M | -18.4% | -8.9% | -9.5% | -16.2% |
| 6M | +10.9% | -19.2% | +30.0% | +16.7% |
| YTD | -40.8% | -40.6% | -0.1% | -33.0% |
| 1Y | -51.7% | -39.0% | -12.7% | -46.3% |
| All | -51.7% | -39.6% | -12.1% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling