+14.4%
TFC vs TCOM
-42.5%
+56.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.4% | -9.5% | +11.9% | +2.6% |
| 30D | -1.3% | -10.7% | +9.4% | -1.1% |
| 3M | +6.1% | -14.6% | +20.7% | +6.6% |
| 6M | +7.3% | -19.3% | +26.7% | +8.5% |
| YTD | +8.2% | -42.9% | +51.1% | +11.6% |
| 1Y | +14.4% | -43.8% | +58.2% | +17.3% |
| All | +14.4% | -42.5% | +56.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling