-80.9%
FIG vs TCOM
-36.8%
-44.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -2.6% |
| 7D | -14.5% | -10.2% | -4.3% | -12.5% |
| 30D | -13.3% | -16.8% | +3.5% | -9.9% |
| 3M | +7.4% | -16.7% | +24.1% | +11.2% |
| 6M | -27.8% | -27.1% | -0.7% | -24.0% |
| YTD | -41.1% | -45.5% | +4.4% | -35.5% |
| 1Y | -58.7% | -45.9% | -12.9% | -54.8% |
| All | -80.9% | -36.8% | -44.1% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling