+103.1%
DOCN vs TCOM
+11.4%
+91.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -4.4% |
| 7D | +19.1% | -1.8% | +20.9% | +19.7% |
| 30D | -21.0% | +12.1% | -33.1% | -24.1% |
| 3M | -34.7% | -3.2% | -31.6% | -34.7% |
| 6M | -45.8% | -16.6% | -29.1% | -43.4% |
| YTD | +79.4% | -39.4% | +118.8% | +106.5% |
| 1Y | +91.0% | -41.5% | +132.5% | +122.3% |
| 3Y | +237.5% | +24.4% | +213.1% | +184.5% |
| 5Y | -30.4% | +41.6% | -72.0% | -51.0% |
| All | +103.1% | +11.4% | +91.7% | +61.1% |
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 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