+101.7%
DOCU vs TCOM
+6.3%
+95.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +1.6% | -1.4% | +2.9% | +1.9% |
| 30D | +10.8% | +11.5% | -0.7% | +7.5% |
| 3M | +38.0% | -5.2% | +43.2% | +39.5% |
| 6M | +77.4% | -16.9% | +94.3% | +85.3% |
| YTD | +17.2% | -39.9% | +57.1% | +32.7% |
| 1Y | +15.6% | -42.1% | +57.6% | +32.0% |
| 3Y | +95.6% | +28.0% | +67.5% | +70.4% |
| 5Y | -69.7% | +40.4% | -110.1% | -75.9% |
| All | +101.7% | +6.3% | +95.5% | +64.6% |
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