+2,625.3%
FN vs TCOM
+100.5%
+2,524.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +2.6% | -16.9% | -14.8% |
| 7D | -16.0% | +13.6% | -29.6% | -18.5% |
| 30D | -40.1% | +14.5% | -54.6% | -42.1% |
| 3M | -43.9% | -4.7% | -39.2% | -43.7% |
| 6M | -55.6% | -16.4% | -39.2% | -54.3% |
| YTD | -35.7% | -39.1% | +3.4% | -29.3% |
| 1Y | -39.8% | -37.8% | -2.0% | -34.2% |
| 3Y | +80.3% | +31.1% | +49.2% | +61.0% |
| 5Y | +143.3% | +45.7% | +97.6% | +98.1% |
| 10Y | +682.3% | +3.7% | +678.6% | +551.5% |
| All | +2,625.3% | +100.5% | +2,524.8% | +1,676.1% |
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