+250.2%
DOCN vs TCOM
-42.5%
+292.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +1.1% | -9.5% | +10.7% | +3.7% |
| 30D | -9.6% | -10.7% | +1.1% | -7.0% |
| 3M | -37.7% | -14.6% | -23.1% | -34.0% |
| 6M | +115.2% | -19.3% | +134.5% | +133.2% |
| YTD | +133.7% | -42.9% | +176.7% | +191.2% |
| 1Y | +250.2% | -43.8% | +293.9% | +340.7% |
| All | +250.2% | -42.5% | +292.7% | +340.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling