+191.8%
FN vs TCOM
+40.9%
+150.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +20.8% | -1.4% | +22.1% | +21.0% |
| 30D | -17.3% | +11.5% | -28.8% | -19.0% |
| 3M | -38.1% | -5.2% | -32.9% | -37.8% |
| 6M | -44.2% | -16.9% | -27.3% | -42.8% |
| YTD | -22.3% | -39.9% | +17.6% | -15.7% |
| 1Y | -20.9% | -42.1% | +21.1% | -13.7% |
| 3Y | +111.1% | +28.0% | +83.0% | +96.0% |
| 5Y | +191.8% | +40.4% | +151.4% | +161.0% |
| All | +191.8% | +40.9% | +150.9% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling