-63.3%
FND vs TCOM
+21.5%
-84.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -5.1% | -6.5% | +1.4% | -3.8% |
| 30D | -22.5% | -16.2% | -6.3% | -19.9% |
| 3M | -5.0% | -19.3% | +14.3% | -1.5% |
| 6M | -21.5% | -27.2% | +5.7% | -16.9% |
| YTD | -23.0% | -46.2% | +23.2% | -14.0% |
| 1Y | -44.9% | -46.6% | +1.7% | -38.3% |
| 3Y | -50.0% | +8.4% | -58.4% | -52.9% |
| 5Y | -63.3% | +25.8% | -89.1% | -69.3% |
| All | -63.3% | +21.5% | -84.9% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling