+41.2%
DOV vs TCOM
+8.5%
+32.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.4% |
| 7D | +1.3% | -10.2% | +11.5% | +2.4% |
| 30D | -8.6% | -16.8% | +8.2% | -7.0% |
| 3M | -13.1% | -16.7% | +3.5% | -11.8% |
| 6M | -8.8% | -27.1% | +18.3% | -6.0% |
| YTD | -1.2% | -45.5% | +44.3% | +4.9% |
| 1Y | +10.7% | -45.9% | +56.6% | +17.6% |
| All | +41.2% | +8.5% | +32.7% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling