+8.1%
FPS vs TCOM
-28.4%
+36.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.4% |
| 7D | +3.1% | -9.5% | +12.7% | +3.0% |
| 30D | -18.6% | -10.7% | -7.8% | -18.5% |
| 3M | -51.5% | -14.6% | -36.8% | -49.8% |
| 6M | -8.5% | -19.3% | +10.8% | -4.0% |
| All | +8.1% | -28.4% | +36.5% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling