+93.9%
FTV vs TCOM
+1.1%
+92.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.5% | -9.5% | +5.0% | -2.9% |
| 30D | -7.1% | -10.7% | +3.7% | -5.4% |
| 3M | -7.2% | -14.6% | +7.5% | -5.1% |
| 6M | -1.5% | -19.3% | +17.8% | +1.5% |
| YTD | +3.5% | -42.9% | +46.4% | +12.5% |
| 1Y | +20.3% | -43.8% | +64.1% | +31.1% |
| 3Y | -3.1% | +2.1% | -5.2% | -8.1% |
| 5Y | +2.3% | +31.2% | -28.9% | -12.4% |
| 10Y | +76.3% | -13.9% | +90.2% | +50.7% |
| All | +93.9% | +1.1% | +92.8% | +51.0% |
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