+220.6%
TFC vs TCOM
+2,694.8%
-2,474.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | -9.5% | +11.9% | +4.4% |
| 30D | -1.3% | -10.7% | +9.4% | +0.8% |
| 3M | +6.1% | -14.6% | +20.7% | +8.8% |
| 6M | +7.3% | -19.3% | +26.7% | +11.1% |
| YTD | +8.2% | -42.9% | +51.1% | +19.3% |
| 1Y | +14.4% | -43.8% | +58.2% | +26.4% |
| 3Y | +93.7% | +2.1% | +91.6% | +82.7% |
| 5Y | +16.4% | +31.2% | -14.8% | -2.1% |
| 10Y | +101.6% | -13.9% | +115.5% | +75.1% |
| All | +220.6% | +2,694.8% | -2,474.1% | +46.1% |
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 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