+116.4%
DOCN vs TCOM
-39.6%
+156.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.2% | -10.3% | -7.5% |
| 7D | -20.0% | +10.7% | -30.7% | -21.2% |
| 30D | -38.8% | +10.1% | -48.8% | -39.7% |
| 3M | -34.8% | -8.9% | -26.0% | -33.2% |
| 6M | -22.8% | -19.2% | -3.6% | -15.3% |
| YTD | +74.6% | -40.6% | +115.2% | +111.5% |
| 1Y | +116.4% | -39.0% | +155.5% | +158.3% |
| All | +116.4% | -39.6% | +156.1% | +158.3% |
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