-72.3%
FLNC vs TCOM
+36.2%
-108.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.8% |
| 7D | -5.0% | -6.5% | +1.5% | -2.4% |
| 30D | -26.1% | -16.2% | -9.9% | -20.7% |
| 3M | -55.2% | -19.3% | -35.9% | -51.6% |
| 6M | -42.6% | -27.2% | -15.4% | -35.5% |
| YTD | -51.0% | -46.2% | -4.8% | -38.4% |
| 1Y | +43.3% | -46.6% | +90.0% | +80.5% |
| 3Y | -63.4% | +8.4% | -71.8% | -66.2% |
| All | -72.3% | +36.2% | -108.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling