-46.5%
FRSH vs TCOM
+8.0%
-54.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -6.6% | -4.9% | -1.7% | -5.8% |
| 30D | +2.1% | -14.4% | +16.5% | +4.7% |
| 3M | +29.0% | -17.7% | +46.6% | +32.8% |
| 6M | +48.6% | -25.1% | +73.7% | +55.2% |
| YTD | -2.9% | -45.7% | +42.8% | +6.1% |
| 1Y | -7.9% | -47.9% | +40.0% | +1.2% |
| 3Y | -46.5% | +8.9% | -55.5% | -41.9% |
| All | -46.5% | +8.0% | -54.5% | -41.9% |
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