+96.0%
TFC vs TCOM
+26.7%
+69.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.2% |
| 7D | +2.3% | -1.8% | +4.0% | +2.4% |
| 30D | +10.8% | +12.1% | -1.3% | +9.9% |
| 3M | -3.8% | -3.2% | -0.6% | -3.6% |
| 6M | +9.6% | -16.6% | +26.2% | +11.0% |
| YTD | +5.8% | -39.4% | +45.2% | +9.8% |
| 1Y | +16.2% | -41.5% | +57.7% | +21.0% |
| 3Y | +96.0% | +24.4% | +71.6% | +97.1% |
| All | +96.0% | +26.7% | +69.3% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling