+196.4%
DOCN vs TCOM
+28.6%
+167.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.6% | -18.5% | -16.3% |
| 7D | -29.3% | +13.6% | -42.9% | -31.0% |
| 30D | -46.0% | +14.5% | -60.5% | -47.4% |
| 3M | -43.2% | -4.7% | -38.5% | -42.9% |
| 6M | -53.7% | -16.4% | -37.3% | -52.1% |
| YTD | +46.9% | -39.1% | +86.0% | +62.2% |
| 1Y | +54.3% | -37.8% | +92.2% | +69.6% |
| All | +196.4% | +28.6% | +167.9% | +209.4% |
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