-37.3%
DOCS vs TCOM
+19.4%
-56.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.7% |
| 7D | -4.2% | +2.2% | -6.3% | -4.7% |
| 30D | +8.6% | +12.5% | -3.9% | +5.4% |
| 3M | +27.2% | -5.6% | +32.8% | +28.8% |
| 6M | +26.5% | -16.5% | +43.0% | +31.7% |
| YTD | -25.0% | -39.4% | +14.4% | -16.2% |
| 1Y | -37.0% | -41.0% | +4.0% | -29.2% |
| 3Y | +39.4% | +29.2% | +10.2% | +19.2% |
| 5Y | -56.7% | +41.6% | -98.3% | -67.8% |
| All | -37.3% | +19.4% | -56.7% | -58.9% |
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