-4.4%
DOC vs TCOM
-11.3%
+6.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.5% | -9.5% | +8.0% | -0.3% |
| 30D | -4.8% | -10.7% | +6.0% | -3.5% |
| 3M | +6.9% | -14.6% | +21.5% | +8.6% |
| 6M | +20.7% | -19.3% | +40.1% | +23.5% |
| YTD | +34.1% | -42.9% | +77.1% | +42.4% |
| 1Y | +22.6% | -43.8% | +66.4% | +30.3% |
| 3Y | +20.8% | +2.1% | +18.7% | +16.8% |
| 5Y | -24.9% | +31.2% | -56.1% | -32.0% |
| All | -4.4% | -11.3% | +6.9% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling