+317.9%
DRI vs TCOM
+5.0%
+313.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -0.3% | -1.4% | +1.0% | -0.1% |
| 30D | +10.8% | +11.5% | -0.7% | +8.4% |
| 3M | +0.9% | -5.2% | +6.1% | +1.9% |
| 6M | +16.3% | -16.9% | +33.2% | +20.1% |
| YTD | +27.8% | -39.9% | +67.7% | +40.0% |
| 1Y | +33.9% | -42.1% | +75.9% | +47.7% |
| 3Y | +67.2% | +28.0% | +39.1% | +46.5% |
| 5Y | +79.0% | +40.4% | +38.6% | +41.4% |
| All | +317.9% | +5.0% | +313.0% | +207.2% |
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