+95.6%
TFC vs TCOM
-9.8%
+105.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.4% | -4.9% | +2.5% | -1.5% |
| 30D | -3.4% | -14.4% | +11.0% | -0.5% |
| 3M | +0.4% | -17.7% | +18.1% | +3.7% |
| 6M | +12.7% | -25.1% | +37.8% | +18.5% |
| YTD | +5.6% | -45.7% | +51.3% | +17.8% |
| 1Y | +16.0% | -47.9% | +63.9% | +30.4% |
| 3Y | +94.0% | +8.9% | +85.0% | +77.8% |
| 5Y | +16.2% | +26.9% | -10.7% | -3.4% |
| All | +95.6% | -9.8% | +105.4% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling