+270.5%
FTI vs TCOM
+8.0%
+262.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -4.4% | -4.9% | +0.5% | -3.9% |
| 30D | +1.5% | -14.4% | +15.9% | +3.0% |
| 3M | +8.2% | -17.7% | +25.9% | +10.1% |
| 6M | +18.8% | -25.1% | +43.9% | +22.2% |
| YTD | +71.7% | -45.7% | +117.4% | +82.9% |
| 1Y | +90.0% | -47.9% | +137.9% | +103.5% |
| 3Y | +270.5% | +8.9% | +261.5% | +261.0% |
| All | +270.5% | +8.0% | +262.5% | +261.0% |
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