-37.4%
DOCS vs TCOM
-39.5%
+2.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | 0.0% | +7.4% | -7.4% | -1.8% |
| 30D | +7.8% | +13.2% | -5.4% | +4.5% |
| 3M | +20.0% | -4.6% | +24.5% | +20.6% |
| 6M | +26.5% | -16.4% | +42.9% | +30.3% |
| YTD | -25.8% | -38.8% | +13.0% | -19.7% |
| All | -37.4% | -39.5% | +2.1% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling