+1,780.1%
FLUT vs TCOM
+2,694.8%
-914.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -9.5% | +7.9% | -1.0% |
| 30D | +7.7% | -10.7% | +18.5% | +8.6% |
| 3M | -0.7% | -14.6% | +13.9% | +0.3% |
| 6M | -11.2% | -19.3% | +8.2% | -10.0% |
| YTD | -53.4% | -42.9% | -10.5% | -51.8% |
| 1Y | -65.8% | -43.8% | -22.0% | -64.5% |
| 3Y | -44.9% | +2.1% | -47.0% | -45.4% |
| 5Y | -49.7% | +31.2% | -80.9% | -51.4% |
| 10Y | -9.7% | -13.9% | +4.2% | -12.8% |
| All | +1,780.1% | +2,694.8% | -914.7% | +1,552.7% |
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