-38.7%
DG vs TCOM
+21.5%
-60.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -6.3% | -6.5% | +0.2% | -6.1% |
| 30D | +2.4% | -16.2% | +18.7% | +3.1% |
| 3M | +12.4% | -19.3% | +31.7% | +13.2% |
| 6M | -14.9% | -27.2% | +12.3% | -14.0% |
| YTD | -6.1% | -46.2% | +40.1% | -4.2% |
| 1Y | +17.9% | -46.6% | +64.5% | +20.2% |
| 3Y | +3.1% | +8.4% | -5.2% | +2.2% |
| 5Y | -38.7% | +25.8% | -64.5% | -41.8% |
| All | -38.7% | +21.5% | -60.2% | -41.8% |
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