-51.1%
DOCS vs TCOM
+49.5%
-100.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -5.0% |
| 7D | -1.3% | +13.6% | -15.0% | -4.7% |
| 30D | +19.4% | +14.5% | +4.9% | +15.1% |
| 3M | +53.4% | -4.7% | +58.1% | +54.9% |
| 6M | +28.8% | -16.4% | +45.1% | +34.5% |
| YTD | -25.1% | -39.1% | +14.0% | -15.7% |
| 1Y | -48.1% | -37.8% | -10.3% | -42.0% |
| 3Y | +51.4% | +31.1% | +20.3% | +25.9% |
| 5Y | -51.1% | +45.7% | -96.8% | -62.1% |
| All | -51.1% | +49.5% | -100.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling