-69.4%
DOCU vs TCOM
+40.6%
-110.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.1% | -1.8% | +5.8% | +4.6% |
| 30D | +7.4% | +12.1% | -4.7% | +3.3% |
| 3M | +26.0% | -3.2% | +29.2% | +26.9% |
| 6M | +79.2% | -16.6% | +95.8% | +88.6% |
| YTD | +18.1% | -39.4% | +57.5% | +36.9% |
| 1Y | +20.5% | -41.5% | +62.0% | +41.2% |
| 3Y | +96.4% | +24.4% | +72.0% | +62.1% |
| All | -69.4% | +40.6% | -110.0% | -70.1% |
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