+43.9%
DOC vs TCOM
+28.6%
+15.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.5% |
| 7D | +6.2% | +13.6% | -7.4% | +5.1% |
| 30D | +6.5% | +14.5% | -8.0% | +5.2% |
| 3M | -6.2% | -4.7% | -1.6% | -6.0% |
| 6M | +25.6% | -16.4% | +42.0% | +27.3% |
| YTD | +32.1% | -39.1% | +71.2% | +36.5% |
| 1Y | +20.3% | -37.8% | +58.1% | +24.1% |
| All | +43.9% | +28.6% | +15.4% | +43.8% |
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 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