+860.4%
FN vs TCOM
-9.6%
+870.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -1.7% | -9.5% | +7.8% | +0.7% |
| 30D | -22.0% | -10.7% | -11.3% | -20.0% |
| 3M | -43.0% | -14.6% | -28.4% | -41.2% |
| 6M | -27.7% | -19.3% | -8.4% | -24.5% |
| YTD | -10.5% | -42.9% | +32.4% | +1.4% |
| 1Y | +12.5% | -43.8% | +56.3% | +27.7% |
| 3Y | +153.8% | +2.1% | +151.7% | +138.5% |
| 5Y | +288.0% | +31.2% | +256.8% | +215.4% |
| All | +860.4% | -9.6% | +870.0% | +797.4% |
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 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