+95.7%
DOCU vs TCOM
+8.3%
+87.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -4.8% | +7.4% | -12.2% | -6.6% |
| 30D | +9.4% | +13.2% | -3.8% | +5.7% |
| 3M | +29.0% | -4.6% | +33.6% | +30.2% |
| 6M | +62.3% | -16.4% | +78.7% | +69.3% |
| YTD | +13.7% | -38.8% | +52.4% | +28.0% |
| 1Y | +11.5% | -37.3% | +48.9% | +24.7% |
| 3Y | +94.2% | +31.4% | +62.7% | +68.0% |
| 5Y | -71.7% | +45.5% | -117.3% | -77.7% |
| All | +95.7% | +8.3% | +87.4% | +58.8% |
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