+1,072.7%
FTI vs TCOM
+21.5%
+1,051.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -5.6% | -6.5% | +0.9% | -4.8% |
| 30D | +0.4% | -16.2% | +16.6% | +2.5% |
| 3M | +8.1% | -19.3% | +27.4% | +10.7% |
| 6M | +16.7% | -27.2% | +43.9% | +20.9% |
| YTD | +70.0% | -46.2% | +116.2% | +82.5% |
| 1Y | +85.4% | -46.6% | +132.1% | +99.1% |
| 3Y | +265.9% | +8.4% | +257.5% | +249.8% |
| 5Y | +1,072.7% | +25.8% | +1,046.9% | +1,022.2% |
| All | +1,072.7% | +21.5% | +1,051.2% | +1,022.2% |
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 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