+2,015.6%
FTI vs TCOM
+2,658.7%
-643.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -0.2% | -7.6% | +7.4% | +1.6% |
| 30D | +12.3% | -12.2% | +24.6% | +15.7% |
| 3M | +13.8% | -14.2% | +28.0% | +17.1% |
| 6M | +24.3% | -25.0% | +49.3% | +31.8% |
| YTD | +75.8% | -43.7% | +119.5% | +97.8% |
| 1Y | +99.6% | -44.5% | +144.2% | +125.2% |
| 3Y | +278.4% | +13.4% | +265.0% | +243.7% |
| 5Y | +1,168.7% | +26.5% | +1,142.2% | +934.9% |
| 10Y | +297.5% | -10.3% | +307.8% | +238.1% |
| All | +2,015.6% | +2,658.7% | -643.1% | +736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling