+9.6%
TFC vs TCOM
-16.0%
+25.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.3% |
| 7D | +2.3% | -1.8% | +4.0% | +2.0% |
| 30D | +10.8% | +12.1% | -1.3% | +12.5% |
| 3M | -3.8% | -3.2% | -0.6% | -4.7% |
| 6M | +9.6% | -16.6% | +26.2% | +6.4% |
| All | +9.6% | -16.0% | +25.6% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling