+91.0%
DOCN vs TCOM
-41.4%
+132.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -4.2% |
| 7D | +19.1% | -1.8% | +20.9% | +19.2% |
| 30D | -21.0% | +12.1% | -33.1% | -22.1% |
| 3M | -34.7% | -3.2% | -31.6% | -34.1% |
| 6M | -45.8% | -16.6% | -29.1% | -41.0% |
| YTD | +79.4% | -39.4% | +118.8% | +115.4% |
| 1Y | +91.0% | -41.5% | +132.5% | +131.7% |
| All | +91.0% | -41.4% | +132.4% | +131.7% |
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