+25.3%
DG vs TCOM
-42.5%
+67.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +8.4% | -9.5% | +17.9% | +9.6% |
| 30D | +4.9% | -10.7% | +15.7% | +6.2% |
| 3M | +29.3% | -14.6% | +44.0% | +31.1% |
| 6M | -11.3% | -19.3% | +8.1% | -9.3% |
| YTD | +1.8% | -42.9% | +44.7% | +8.2% |
| 1Y | +25.3% | -43.8% | +69.1% | +33.6% |
| All | +25.3% | -42.5% | +67.8% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling