+22.3%
DOC vs TCOM
+7.1%
+15.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.5% | -9.5% | +8.0% | -0.6% |
| 30D | -4.8% | -10.7% | +6.0% | -3.8% |
| 3M | +6.9% | -14.6% | +21.5% | +8.2% |
| 6M | +20.7% | -19.3% | +40.1% | +23.0% |
| YTD | +34.1% | -42.9% | +77.1% | +40.0% |
| 1Y | +22.6% | -43.8% | +66.4% | +28.1% |
| All | +22.3% | +7.1% | +15.2% | +21.1% |
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