+71.9%
TCOM vs FGI
-74.8%
+146.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.0% | +1.2% |
| 7D | -1.8% | -14.4% | +12.6% | -1.6% |
| 30D | +12.1% | -11.8% | +23.9% | +12.2% |
| 3M | -3.2% | -46.2% | +43.0% | -2.6% |
| 6M | -16.6% | +5.2% | -21.8% | -17.7% |
| YTD | -39.4% | +10.5% | -49.9% | -40.8% |
| 1Y | -41.5% | +25.5% | -67.0% | -43.3% |
| 3Y | +24.4% | -16.0% | +40.4% | +18.3% |
| All | +71.9% | -74.8% | +146.7% | +75.6% |
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