-47.6%
TCOM vs FIGR
+5.9%
-53.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | -10.2% | +14.9% | -25.0% | -10.5% |
| 30D | -16.8% | +32.3% | -49.1% | -17.4% |
| 3M | -16.7% | +34.8% | -51.5% | -17.4% |
| 6M | -27.1% | +16.8% | -43.9% | -27.6% |
| YTD | -45.5% | -6.7% | -38.8% | -46.0% |
| All | -47.6% | +5.9% | -53.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling