-40.4%
FND vs TCOM
+26.7%
-67.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -6.8% | -1.8% | -5.0% | -6.5% |
| 30D | +8.0% | +12.1% | -4.1% | +5.9% |
| 3M | -18.9% | -3.2% | -15.7% | -18.6% |
| 6M | +4.7% | -16.6% | +21.3% | +7.6% |
| YTD | -21.6% | -39.4% | +17.8% | -15.0% |
| 1Y | -22.0% | -41.5% | +19.5% | -14.9% |
| 3Y | -40.4% | +24.4% | -64.8% | -41.1% |
| All | -40.4% | +26.7% | -67.1% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling