+210.2%
TFC vs TCOM
+2,868.4%
-2,658.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.5% |
| 30D | +9.7% | +12.1% | -2.4% | +7.2% |
| 3M | -4.8% | -3.2% | -1.6% | -4.4% |
| 6M | +8.4% | -16.6% | +25.1% | +11.5% |
| YTD | +4.7% | -39.4% | +44.1% | +13.9% |
| 1Y | +15.0% | -41.5% | +56.5% | +25.9% |
| 3Y | +93.9% | +24.4% | +69.6% | +75.7% |
| 5Y | +0.6% | +41.6% | -41.0% | -16.6% |
| 10Y | +78.0% | +6.5% | +71.4% | +48.3% |
| All | +210.2% | +2,868.4% | -2,658.2% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling