+47.7%
FND vs TCOM
-21.3%
+69.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -5.8% | -4.9% | -0.9% | -4.6% |
| 30D | -20.2% | -14.4% | -5.8% | -17.2% |
| 3M | -12.0% | -17.7% | +5.7% | -8.3% |
| 6M | -18.5% | -25.1% | +6.6% | -13.2% |
| YTD | -22.3% | -45.7% | +23.5% | -11.0% |
| 1Y | -47.6% | -47.9% | +0.2% | -39.5% |
| 3Y | -49.8% | +8.9% | -58.7% | -53.8% |
| 5Y | -63.0% | +26.9% | -89.8% | -69.5% |
| All | +47.7% | -21.3% | +69.0% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling