-38.7%
DOCS vs TCOM
+21.5%
-60.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -0.8% | +12.1% | -12.8% | -3.5% |
| 30D | +17.4% | +16.5% | +0.9% | +13.0% |
| 3M | +57.4% | -4.0% | +61.4% | +58.6% |
| 6M | +26.5% | -18.5% | +45.1% | +32.6% |
| YTD | -26.6% | -38.3% | +11.7% | -18.4% |
| 1Y | -48.1% | -36.6% | -11.4% | -42.7% |
| 3Y | +52.6% | +31.1% | +21.5% | +30.1% |
| 5Y | -52.1% | +47.6% | -99.7% | -64.5% |
| All | -38.7% | +21.5% | -60.1% | -60.0% |
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