+3,254.8%
DE vs TCOM
+2,569.4%
+685.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -3.0% | -10.2% | +7.1% | -1.1% |
| 30D | +11.1% | -16.8% | +28.0% | +15.0% |
| 3M | +17.6% | -16.7% | +34.3% | +21.0% |
| 6M | +13.6% | -27.1% | +40.7% | +19.8% |
| YTD | +46.3% | -45.5% | +91.8% | +62.0% |
| 1Y | +44.2% | -45.9% | +90.0% | +59.7% |
| 3Y | +76.6% | +9.8% | +66.8% | +64.4% |
| 5Y | +98.2% | +23.8% | +74.4% | +68.0% |
| 10Y | +863.5% | -10.8% | +874.3% | +723.9% |
| All | +3,254.8% | +2,569.4% | +685.4% | +1,291.9% |
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