+324.3%
DOCN vs TCOM
+7.1%
+317.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | +1.1% | -9.5% | +10.7% | +3.2% |
| 30D | -9.6% | -10.7% | +1.1% | -7.7% |
| 3M | -37.7% | -14.6% | -23.1% | -35.8% |
| 6M | +115.2% | -19.3% | +134.5% | +124.4% |
| YTD | +133.7% | -42.9% | +176.7% | +163.3% |
| 1Y | +250.2% | -43.8% | +293.9% | +295.8% |
| All | +324.3% | +7.1% | +317.2% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling