+18.0%
FTV vs TCOM
+40.6%
-22.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +3.9% | -1.8% | +5.7% | +4.1% |
| 30D | +18.7% | +12.1% | +6.6% | +17.1% |
| 3M | +10.0% | -3.2% | +13.2% | +10.3% |
| 6M | +14.6% | -16.6% | +31.2% | +16.5% |
| YTD | +23.4% | -39.4% | +62.8% | +29.8% |
| 1Y | +31.3% | -41.5% | +72.8% | +38.7% |
| 3Y | +39.8% | +24.4% | +15.4% | +32.4% |
| All | +18.0% | +40.6% | -22.6% | +3.7% |
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