-45.9%
TCOM vs FIGR
+6.3%
-52.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.4% |
| 7D | -7.6% | +13.5% | -21.2% | -7.9% |
| 30D | -12.2% | +33.7% | -45.9% | -12.9% |
| 3M | -14.2% | +37.3% | -51.6% | -15.0% |
| 6M | -25.0% | +25.5% | -50.5% | -25.6% |
| YTD | -43.7% | -6.3% | -37.4% | -44.2% |
| All | -45.9% | +6.3% | -52.2% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling