+70.5%
DOCN vs TCOM
+13.4%
+57.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | -19.2% | +12.1% | -31.2% | -22.1% |
| 30D | -43.1% | +16.5% | -59.5% | -45.9% |
| 3M | -40.7% | -4.0% | -36.7% | -40.4% |
| 6M | -55.0% | -18.5% | -36.5% | -52.6% |
| YTD | +50.6% | -38.3% | +88.9% | +72.6% |
| 1Y | +54.0% | -36.6% | +90.6% | +74.7% |
| 3Y | +203.9% | +31.1% | +172.8% | +151.4% |
| 5Y | -29.4% | +47.6% | -76.9% | -50.5% |
| All | +70.5% | +13.4% | +57.1% | +34.6% |
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