+743.6%
FN vs TCOM
+3.1%
+740.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.3% | +10.4% | +11.4% |
| 7D | 0.0% | +12.1% | -12.1% | -2.8% |
| 30D | -34.3% | +16.5% | -50.8% | -36.8% |
| 3M | -39.9% | -4.0% | -35.8% | -39.6% |
| 6M | -51.8% | -18.5% | -33.3% | -50.0% |
| YTD | -28.1% | -38.3% | +10.2% | -20.6% |
| 1Y | -29.1% | -36.6% | +7.5% | -22.2% |
| 3Y | +102.4% | +31.1% | +71.3% | +78.5% |
| 5Y | +171.7% | +47.6% | +124.1% | +115.1% |
| All | +743.6% | +3.1% | +740.4% | +647.7% |
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 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