+107.3%
FLR vs TCOM
+40.6%
+66.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.2% |
| 7D | +5.4% | -1.8% | +7.2% | +5.7% |
| 30D | +2.8% | +12.1% | -9.3% | +0.9% |
| 3M | -6.4% | -3.2% | -3.2% | -6.1% |
| 6M | +8.8% | -16.6% | +25.4% | +11.4% |
| YTD | +23.6% | -39.4% | +63.0% | +32.9% |
| 1Y | +13.8% | -41.5% | +55.3% | +23.0% |
| 3Y | +36.5% | +24.4% | +12.1% | +30.9% |
| All | +107.3% | +40.6% | +66.7% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling