-29.8%
DASH vs TCOM
+40.9%
-70.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -4.1% | -1.4% | -2.7% | -3.6% |
| 30D | -10.6% | +11.5% | -22.1% | -14.2% |
| 3M | -18.8% | -5.2% | -13.6% | -17.4% |
| 6M | +11.2% | -16.9% | +28.1% | +17.8% |
| YTD | -23.8% | -39.9% | +16.1% | -9.9% |
| 1Y | -12.2% | -42.1% | +29.9% | +5.2% |
| 3Y | +97.3% | +28.0% | +69.3% | +53.9% |
| 5Y | -29.8% | +40.4% | -70.2% | -56.6% |
| All | -29.8% | +40.9% | -70.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling