-32.9%
DOCN vs TCOM
+42.6%
-75.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.8% | +8.3% |
| 7D | -12.8% | +7.4% | -20.2% | -15.1% |
| 30D | -41.9% | +13.2% | -55.1% | -44.6% |
| 3M | -36.9% | -4.6% | -32.4% | -36.5% |
| 6M | -52.2% | -16.4% | -35.8% | -50.0% |
| YTD | +62.7% | -38.8% | +101.5% | +88.8% |
| 1Y | +58.2% | -37.3% | +95.6% | +82.0% |
| 3Y | +219.5% | +31.4% | +188.0% | +156.3% |
| 5Y | -32.9% | +45.5% | -78.4% | -53.7% |
| All | -32.9% | +42.6% | -75.5% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling