+75.1%
TCOM vs FGI
-70.6%
+145.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +12.1% | -7.0% | +19.0% | +12.2% |
| 30D | +16.5% | -4.2% | +20.7% | +16.5% |
| 3M | -4.0% | +55.6% | -59.6% | -5.7% |
| 6M | -18.5% | -3.2% | -15.4% | -19.3% |
| YTD | -38.3% | +29.1% | -67.4% | -39.8% |
| 1Y | -36.6% | +51.0% | -87.6% | -38.7% |
| 3Y | +31.1% | +1.5% | +29.6% | +24.1% |
| All | +75.1% | -70.6% | +145.6% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling