-17.9%
FN vs TCOM
-40.4%
+22.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +6.9% | +5.9% |
| 7D | +8.0% | +2.2% | +5.9% | +8.0% |
| 30D | -19.1% | +12.5% | -31.7% | -19.5% |
| 3M | -29.8% | -5.6% | -24.2% | -28.6% |
| 6M | -43.2% | -16.5% | -26.7% | -40.0% |
| YTD | -18.9% | -39.4% | +20.4% | -10.6% |
| 1Y | -17.9% | -41.0% | +23.1% | -7.5% |
| All | -17.9% | -40.4% | +22.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling