-0.1%
FTV vs TCOM
+25.9%
-26.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -1.3% | -10.2% | +8.9% | -0.1% |
| 30D | -9.5% | -16.8% | +7.3% | -7.7% |
| 3M | -10.9% | -16.7% | +5.8% | -9.3% |
| 6M | -0.6% | -27.1% | +26.4% | +2.6% |
| YTD | +1.4% | -45.5% | +46.9% | +7.9% |
| 1Y | +17.6% | -45.9% | +63.5% | +25.2% |
| 3Y | -3.3% | +9.8% | -13.0% | -7.0% |
| 5Y | -0.1% | +23.8% | -23.9% | -10.2% |
| All | -0.1% | +25.9% | -26.0% | -10.2% |
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