+72.1%
TCOM vs FGI
-68.3%
+140.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -6.9% | -1.1% |
| 7D | +2.2% | +6.9% | -4.7% | +2.1% |
| 30D | +12.5% | +3.9% | +8.6% | +12.4% |
| 3M | -5.6% | +74.3% | -79.9% | -7.4% |
| 6M | -16.5% | +28.9% | -45.4% | -17.7% |
| YTD | -39.4% | +39.1% | -78.5% | -40.9% |
| 1Y | -41.0% | +49.3% | -90.3% | -42.9% |
| 3Y | +29.2% | +5.7% | +23.5% | +22.6% |
| All | +72.1% | -68.3% | +140.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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