+96.7%
DGX vs TCOM
+8.0%
+88.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -0.9% | -4.9% | +4.0% | -0.8% |
| 30D | -1.2% | -14.4% | +13.2% | -0.9% |
| 3M | +15.8% | -17.7% | +33.4% | +16.1% |
| 6M | +18.2% | -25.1% | +43.3% | +18.7% |
| YTD | +37.2% | -45.7% | +82.9% | +38.5% |
| 1Y | +30.4% | -47.9% | +78.2% | +31.8% |
| 3Y | +96.7% | +8.9% | +87.8% | +90.9% |
| All | +96.7% | +8.0% | +88.7% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling