+826.4%
FN vs TCOM
+3.5%
+822.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +12.0% |
| 7D | +16.3% | +7.4% | +8.8% | +14.2% |
| 30D | -24.7% | +13.2% | -38.0% | -27.1% |
| 3M | -34.9% | -4.6% | -30.4% | -34.6% |
| 6M | -41.1% | -16.4% | -24.7% | -39.2% |
| YTD | -19.6% | -38.8% | +19.1% | -11.1% |
| 1Y | -18.5% | -37.3% | +18.8% | -10.4% |
| 3Y | +119.1% | +31.4% | +87.7% | +93.1% |
| 5Y | +206.9% | +45.5% | +161.4% | +144.1% |
| 10Y | +826.4% | +4.6% | +821.8% | +723.2% |
| All | +826.4% | +3.5% | +822.9% | +723.2% |
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