+76.5%
FTV vs TCOM
-9.8%
+86.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -4.0% | -4.9% | +0.9% | -3.2% |
| 30D | -11.0% | -14.4% | +3.4% | -8.8% |
| 3M | -8.4% | -17.7% | +9.3% | -5.8% |
| 6M | -2.6% | -25.1% | +22.5% | +1.7% |
| YTD | -0.6% | -45.7% | +45.1% | +8.9% |
| 1Y | +11.0% | -47.9% | +58.8% | +22.3% |
| 3Y | -6.3% | +8.9% | -15.3% | -12.2% |
| 5Y | -1.5% | +26.9% | -28.4% | -15.2% |
| All | +76.5% | -9.8% | +86.3% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling