+99.6%
DE vs TCOM
+29.4%
+70.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -2.6% | -4.9% | +2.3% | -2.2% |
| 30D | +9.0% | -14.4% | +23.4% | +10.3% |
| 3M | +19.1% | -17.7% | +36.8% | +20.7% |
| 6M | +14.4% | -25.1% | +39.5% | +16.8% |
| YTD | +45.9% | -45.7% | +91.7% | +52.9% |
| 1Y | +43.6% | -47.9% | +91.5% | +50.9% |
| 3Y | +75.9% | +8.9% | +66.9% | +72.1% |
| All | +99.6% | +29.4% | +70.2% | +92.0% |
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 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