+93.0%
TFC vs TCOM
+8.5%
+84.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -1.3% | -10.2% | +8.9% | -0.5% |
| 30D | -2.3% | -16.8% | +14.5% | -1.0% |
| 3M | +2.5% | -16.7% | +19.2% | +3.7% |
| 6M | +9.5% | -27.1% | +36.6% | +12.2% |
| YTD | +5.1% | -45.5% | +50.6% | +10.4% |
| 1Y | +15.5% | -45.9% | +61.3% | +21.3% |
| All | +93.0% | +8.5% | +84.5% | +88.0% |
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