+95.3%
DOCU vs TCOM
+9.1%
+86.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.0% |
| 7D | -5.5% | +12.1% | -17.6% | -8.5% |
| 30D | +12.6% | +16.5% | -3.8% | +8.0% |
| 3M | +36.4% | -4.0% | +40.4% | +37.5% |
| 6M | +66.8% | -18.5% | +85.3% | +75.1% |
| YTD | +13.5% | -38.3% | +51.8% | +27.6% |
| 1Y | +11.3% | -36.6% | +47.9% | +24.1% |
| 3Y | +92.1% | +31.1% | +60.9% | +66.2% |
| 5Y | -71.0% | +47.6% | -118.6% | -77.2% |
| All | +95.3% | +9.1% | +86.2% | +58.2% |
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