+583.4%
DG vs TCOM
+138.8%
+444.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +8.4% | -9.5% | +17.9% | +9.0% |
| 30D | +4.9% | -10.7% | +15.7% | +5.6% |
| 3M | +29.3% | -14.6% | +44.0% | +30.3% |
| 6M | -11.3% | -19.3% | +8.1% | -10.3% |
| YTD | +1.8% | -42.9% | +44.7% | +4.7% |
| 1Y | +25.3% | -43.8% | +69.1% | +29.0% |
| 3Y | +9.1% | +2.1% | +7.0% | +7.4% |
| 5Y | -34.9% | +31.2% | -66.1% | -38.0% |
| 10Y | +108.2% | -13.9% | +122.1% | +98.7% |
| All | +583.4% | +138.8% | +444.6% | +490.1% |
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 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