+46.0%
DGX vs TCOM
-39.6%
+85.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +3.6% |
| 7D | +4.1% | +10.7% | -6.6% | +4.7% |
| 30D | +10.5% | +10.1% | +0.5% | +11.1% |
| 3M | +9.8% | -8.9% | +18.7% | +8.8% |
| 6M | +34.6% | -19.2% | +53.7% | +31.4% |
| YTD | +49.8% | -40.6% | +90.5% | +38.3% |
| 1Y | +46.0% | -39.0% | +85.1% | +34.1% |
| All | +46.0% | -39.6% | +85.7% | +34.1% |
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 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