+258.7%
DD vs TCOM
+2,694.8%
-2,436.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -3.5% | -9.5% | +6.0% | -1.4% |
| 30D | -10.3% | -10.7% | +0.4% | -8.2% |
| 3M | -7.5% | -14.6% | +7.1% | -4.8% |
| 6M | -8.0% | -19.3% | +11.3% | -4.3% |
| YTD | +10.5% | -42.9% | +53.4% | +23.2% |
| 1Y | +38.3% | -43.8% | +82.1% | +54.6% |
| 3Y | +42.5% | +2.1% | +40.4% | +35.4% |
| 5Y | +60.2% | +31.2% | +29.0% | +34.7% |
| 10Y | +68.9% | -13.9% | +82.8% | +47.0% |
| All | +258.7% | +2,694.8% | -2,436.1% | +64.0% |
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