+164.6%
DOCN vs TCOM
+4.9%
+159.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +1.1% | -9.5% | +10.7% | +4.2% |
| 30D | -9.6% | -10.7% | +1.1% | -6.7% |
| 3M | -37.7% | -14.6% | -23.1% | -35.2% |
| 6M | +115.2% | -19.3% | +134.5% | +127.7% |
| YTD | +133.7% | -42.9% | +176.7% | +175.9% |
| 1Y | +250.2% | -43.8% | +293.9% | +315.4% |
| 3Y | +320.3% | +2.1% | +318.2% | +281.8% |
| 5Y | +53.1% | +31.2% | +21.9% | +10.6% |
| All | +164.6% | +4.9% | +159.8% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling