+767.6%
DIA vs TCOM
+2,868.4%
-2,100.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | +2.1% | -1.8% | +3.9% | +2.4% |
| 30D | +1.5% | +12.1% | -10.6% | -0.1% |
| 3M | -2.4% | -3.2% | +0.8% | -2.1% |
| 6M | +6.0% | -16.6% | +22.6% | +8.1% |
| YTD | +10.1% | -39.4% | +49.5% | +16.8% |
| 1Y | +11.8% | -41.5% | +53.3% | +19.2% |
| 3Y | +59.7% | +24.4% | +35.3% | +49.9% |
| 5Y | +57.9% | +41.6% | +16.3% | +39.1% |
| 10Y | +236.2% | +6.5% | +229.7% | +194.8% |
| All | +767.6% | +2,868.4% | -2,100.9% | +388.6% |
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