+35.4%
FLR vs TCOM
-42.5%
+77.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | +5.4% | -9.5% | +15.0% | +6.9% |
| 30D | +11.4% | -10.7% | +22.1% | +13.1% |
| 3M | +11.4% | -14.6% | +26.0% | +14.3% |
| 6M | +16.6% | -19.3% | +36.0% | +21.9% |
| YTD | +41.7% | -42.9% | +84.7% | +55.6% |
| 1Y | +35.4% | -43.8% | +79.2% | +48.6% |
| All | +35.4% | -42.5% | +77.9% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling