-83.2%
FIG vs TCOM
-29.8%
-53.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.6% |
| 7D | +3.4% | -1.8% | +5.2% | +3.8% |
| 30D | -9.5% | +12.1% | -21.5% | -11.7% |
| 3M | -26.2% | -3.2% | -23.0% | -25.9% |
| 6M | +2.7% | -16.6% | +19.3% | +5.1% |
| YTD | -48.0% | -39.4% | -8.6% | -44.4% |
| 1Y | -52.0% | -41.5% | -10.5% | -48.7% |
| All | -83.2% | -29.8% | -53.4% | -81.7% |
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