+55.8%
DOCS vs TCOM
+28.6%
+27.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.6% |
| 7D | -1.3% | +13.6% | -15.0% | -3.0% |
| 30D | +19.4% | +14.5% | +4.9% | +17.3% |
| 3M | +53.4% | -4.7% | +58.1% | +54.0% |
| 6M | +28.8% | -16.4% | +45.1% | +31.2% |
| YTD | -25.1% | -39.1% | +14.0% | -21.3% |
| 1Y | -48.1% | -37.8% | -10.3% | -45.6% |
| All | +55.8% | +28.6% | +27.2% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling