+317.0%
FWONK vs TCOM
-9.8%
+326.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +0.1% | -4.9% | +5.0% | +1.1% |
| 30D | -7.7% | -14.4% | +6.7% | -4.9% |
| 3M | +5.7% | -17.7% | +23.4% | +9.4% |
| 6M | +13.5% | -25.1% | +38.6% | +19.6% |
| YTD | -3.0% | -45.7% | +42.8% | +8.4% |
| 1Y | -6.4% | -47.9% | +41.4% | +5.2% |
| 3Y | +43.8% | +8.9% | +34.9% | +32.5% |
| 5Y | +98.6% | +26.9% | +71.7% | +65.5% |
| All | +317.0% | -9.8% | +326.8% | +261.4% |
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 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