+84.2%
DOCN vs TCOM
+12.6%
+71.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.8% | +8.3% |
| 7D | -12.8% | +7.4% | -20.2% | -14.9% |
| 30D | -41.9% | +13.2% | -55.1% | -44.4% |
| 3M | -36.9% | -4.6% | -32.4% | -36.6% |
| 6M | -52.2% | -16.4% | -35.8% | -50.2% |
| YTD | +62.7% | -38.8% | +101.5% | +86.8% |
| 1Y | +58.2% | -37.3% | +95.6% | +80.2% |
| 3Y | +219.5% | +31.4% | +188.0% | +164.0% |
| 5Y | -32.9% | +45.5% | -78.4% | -52.9% |
| All | +84.2% | +12.6% | +71.7% | +45.7% |
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 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