+3,142.0%
FN vs TCOM
+101.8%
+3,040.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | +6.5% | -10.6% | -5.5% |
| 30D | -28.3% | +13.3% | -41.6% | -30.5% |
| 3M | -33.9% | -6.5% | -27.4% | -33.3% |
| 6M | -43.9% | -16.3% | -27.6% | -42.3% |
| YTD | -23.4% | -38.7% | +15.3% | -16.0% |
| 1Y | -25.4% | -40.1% | +14.7% | -17.8% |
| 3Y | +107.9% | +30.6% | +77.3% | +85.9% |
| 5Y | +195.1% | +45.8% | +149.3% | +140.4% |
| 10Y | +794.1% | +8.1% | +786.0% | +638.4% |
| All | +3,142.0% | +101.8% | +3,040.3% | +2,010.3% |
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