+840.4%
DGX vs TCOM
+2,569.4%
-1,729.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -2.2% | -10.2% | +8.0% | -1.3% |
| 30D | -0.9% | -16.8% | +15.9% | +0.7% |
| 3M | +15.6% | -16.7% | +32.3% | +17.2% |
| 6M | +17.8% | -27.1% | +44.9% | +20.8% |
| YTD | +37.5% | -45.5% | +83.0% | +44.1% |
| 1Y | +31.2% | -45.9% | +77.0% | +37.5% |
| 3Y | +96.6% | +9.8% | +86.8% | +89.8% |
| 5Y | +64.9% | +23.8% | +41.1% | +52.4% |
| 10Y | +254.6% | -10.8% | +265.4% | +225.6% |
| All | +840.4% | +2,569.4% | -1,729.0% | +529.8% |
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 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