-7.0%
DASH vs TCOM
+44.6%
-51.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +0.4% | +12.1% | -11.7% | -3.7% |
| 30D | -6.0% | +16.5% | -22.5% | -11.2% |
| 3M | -15.8% | -4.0% | -11.7% | -14.8% |
| 6M | +7.0% | -18.5% | +25.5% | +14.2% |
| YTD | -20.7% | -38.3% | +17.6% | -7.1% |
| 1Y | -8.5% | -36.6% | +28.1% | +5.8% |
| 3Y | +101.8% | +31.1% | +70.7% | +56.0% |
| All | -7.0% | +44.6% | -51.5% | -40.3% |
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