-41.8%
TCOM vs FIGR
-29.9%
-11.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +0.9% |
| 7D | -1.8% | +11.0% | -12.8% | -2.0% |
| 30D | +12.1% | +0.7% | +11.4% | +12.0% |
| 3M | -3.2% | -20.9% | +17.7% | -2.9% |
| 6M | -16.6% | -37.7% | +21.1% | -16.0% |
| YTD | -39.4% | -38.2% | -1.1% | -39.4% |
| 1Y | -41.5% | -27.1% | -14.4% | -42.1% |
| All | -41.8% | -29.9% | -11.8% | -43.1% |
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