+203.9%
DOCN vs TCOM
+30.2%
+173.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.3% |
| 7D | -19.2% | +12.1% | -31.2% | -20.8% |
| 30D | -43.1% | +16.5% | -59.5% | -44.7% |
| 3M | -40.7% | -4.0% | -36.7% | -40.4% |
| 6M | -55.0% | -18.5% | -36.5% | -53.1% |
| YTD | +50.6% | -38.3% | +88.9% | +65.9% |
| 1Y | +54.0% | -36.6% | +90.6% | +68.6% |
| 3Y | +203.9% | +31.1% | +172.8% | +216.5% |
| All | +203.9% | +30.2% | +173.7% | +216.5% |
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