+76.5%
DE vs TCOM
+7.1%
+69.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -2.4% | -6.5% | +4.1% | -1.9% |
| 30D | +9.7% | -16.2% | +25.9% | +11.1% |
| 3M | +21.4% | -19.3% | +40.7% | +23.1% |
| 6M | +15.0% | -27.2% | +42.2% | +17.8% |
| YTD | +46.4% | -46.2% | +92.6% | +53.9% |
| 1Y | +45.6% | -46.6% | +92.3% | +53.1% |
| All | +76.5% | +7.1% | +69.3% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling