-80.8%
FIG vs TCOM
-37.6%
-43.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.9% |
| 7D | -12.2% | -6.5% | -5.7% | -10.9% |
| 30D | -11.0% | -16.2% | +5.3% | -7.6% |
| 3M | +11.9% | -19.3% | +31.2% | +16.4% |
| 6M | -21.9% | -27.2% | +5.3% | -17.7% |
| YTD | -40.8% | -46.2% | +5.4% | -34.9% |
| 1Y | -56.6% | -46.6% | -10.0% | -52.4% |
| All | -80.8% | -37.6% | -43.2% | -78.6% |
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