-37.1%
DOCS vs TCOM
+19.3%
-56.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | +2.6% | -1.8% | +4.3% | +3.0% |
| 30D | +11.4% | +12.1% | -0.7% | +8.3% |
| 3M | +25.4% | -3.2% | +28.6% | +26.2% |
| 6M | +42.5% | -16.6% | +59.2% | +48.5% |
| YTD | -24.7% | -39.4% | +14.7% | -15.9% |
| 1Y | -32.9% | -41.5% | +8.6% | -24.5% |
| 3Y | +39.6% | +24.4% | +15.2% | +20.8% |
| 5Y | -54.6% | +41.6% | -96.2% | -66.3% |
| All | -37.1% | +19.3% | -56.4% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling