+72.2%
DOCU vs TCOM
+0.9%
+71.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.9% |
| 7D | +6.9% | -9.5% | +16.4% | +9.7% |
| 30D | +19.0% | -10.7% | +29.7% | +22.5% |
| 3M | +34.3% | -14.6% | +48.9% | +39.6% |
| 6M | +48.0% | -19.3% | +67.3% | +55.9% |
| YTD | 0.0% | -42.9% | +43.0% | +15.0% |
| 1Y | -10.3% | -43.8% | +33.5% | +3.5% |
| 3Y | +32.4% | +2.1% | +30.3% | +23.0% |
| 5Y | -77.9% | +31.2% | -109.2% | -82.2% |
| All | +72.2% | +0.9% | +71.3% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling