+6.9%
FPS vs TCOM
-31.6%
+38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -4.1% |
| 7D | +5.3% | -10.2% | +15.5% | +5.1% |
| 30D | -17.6% | -16.8% | -0.8% | -17.5% |
| 3M | -45.8% | -16.7% | -29.1% | -44.4% |
| 6M | -10.1% | -27.1% | +17.0% | -3.6% |
| All | +6.9% | -31.6% | +38.5% | +17.2% |
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 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