+3,689.8%
FN vs TCOM
+87.8%
+3,602.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -1.7% | -9.5% | +7.8% | +0.5% |
| 30D | -22.0% | -10.7% | -11.3% | -20.2% |
| 3M | -43.0% | -14.6% | -28.4% | -41.3% |
| 6M | -27.7% | -19.3% | -8.4% | -24.8% |
| YTD | -10.5% | -42.9% | +32.4% | +0.2% |
| 1Y | +12.5% | -43.8% | +56.3% | +26.3% |
| 3Y | +153.8% | +2.1% | +151.7% | +140.7% |
| 5Y | +288.0% | +31.2% | +256.8% | +224.2% |
| 10Y | +906.4% | -13.9% | +920.3% | +775.3% |
| All | +3,689.8% | +87.8% | +3,602.0% | +2,416.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling