-50.6%
FLUT vs TCOM
+25.9%
-76.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -0.7% |
| 7D | -2.6% | -10.2% | +7.6% | -0.5% |
| 30D | +5.4% | -16.8% | +22.2% | +9.3% |
| 3M | -10.8% | -16.7% | +5.9% | -7.7% |
| 6M | -9.2% | -27.1% | +17.9% | -3.7% |
| YTD | -53.8% | -45.5% | -8.3% | -48.5% |
| 1Y | -66.0% | -45.9% | -20.1% | -62.0% |
| 3Y | -44.7% | +9.8% | -54.4% | -48.0% |
| 5Y | -50.6% | +23.8% | -74.4% | -56.5% |
| All | -50.6% | +25.9% | -76.5% | -56.5% |
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