-40.7%
FIS vs TCOM
-10.5%
-30.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.4% |
| 7D | -8.9% | -6.5% | -2.4% | -7.9% |
| 30D | -9.9% | -16.2% | +6.3% | -7.3% |
| 3M | 0.0% | -19.3% | +19.3% | +3.3% |
| 6M | -22.9% | -27.2% | +4.3% | -19.0% |
| YTD | -40.9% | -46.2% | +5.3% | -35.1% |
| 1Y | -40.4% | -46.6% | +6.2% | -34.6% |
| 3Y | -25.4% | +8.4% | -33.7% | -29.6% |
| 5Y | -64.8% | +25.8% | -90.6% | -69.5% |
| All | -40.7% | -10.5% | -30.1% | -49.7% |
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