+98.6%
DOCU vs TCOM
+7.7%
+90.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -3.2% | +13.6% | -16.8% | -6.5% |
| 30D | +15.7% | +14.5% | +1.2% | +11.4% |
| 3M | +37.3% | -4.7% | +42.0% | +38.6% |
| 6M | +63.1% | -16.4% | +79.5% | +70.0% |
| YTD | +15.4% | -39.1% | +54.5% | +30.2% |
| 1Y | +11.3% | -37.8% | +49.2% | +24.8% |
| 3Y | +92.1% | +31.1% | +61.0% | +66.2% |
| 5Y | -70.5% | +45.7% | -116.2% | -76.7% |
| All | +98.6% | +7.7% | +90.9% | +61.5% |
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