-12.7%
DASH vs TCOM
-39.5%
+26.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | +6.5% | -9.3% | -4.4% |
| 30D | -9.3% | +13.3% | -22.6% | -12.1% |
| 3M | -15.1% | -6.5% | -8.6% | -13.7% |
| 6M | +8.7% | -16.3% | +25.1% | +13.4% |
| YTD | -21.3% | -38.7% | +17.4% | -14.3% |
| 1Y | -12.7% | -40.1% | +27.5% | -3.7% |
| All | -12.7% | -39.5% | +26.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling