-8.5%
DASH vs TCOM
-37.8%
+29.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +0.4% | +12.1% | -11.7% | -2.4% |
| 30D | -6.0% | +16.5% | -22.5% | -9.5% |
| 3M | -15.8% | -4.0% | -11.7% | -15.0% |
| 6M | +7.0% | -18.5% | +25.5% | +12.4% |
| YTD | -20.7% | -38.3% | +17.6% | -14.0% |
| 1Y | -8.5% | -36.6% | +28.1% | -0.7% |
| All | -8.5% | -37.8% | +29.2% | -0.7% |
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