+16.8%
FLR vs TCOM
-9.8%
+26.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.5% | -4.9% | +1.4% | -2.0% |
| 30D | +4.2% | -14.4% | +18.6% | +9.0% |
| 3M | +8.1% | -17.7% | +25.7% | +13.5% |
| 6M | +21.5% | -25.1% | +46.6% | +31.4% |
| YTD | +36.8% | -45.7% | +82.5% | +61.9% |
| 1Y | +31.2% | -47.9% | +79.1% | +57.0% |
| 3Y | +53.9% | +8.9% | +44.9% | +38.9% |
| 5Y | +243.0% | +26.9% | +216.2% | +165.8% |
| All | +16.8% | -9.8% | +26.6% | -16.0% |
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