+78.8%
DRI vs TCOM
+43.1%
+35.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | +14.7% | +12.5% | +2.2% | +13.3% |
| 3M | +5.4% | -5.6% | +11.0% | +6.0% |
| 6M | +18.8% | -16.5% | +35.3% | +20.7% |
| YTD | +28.4% | -39.4% | +67.7% | +34.2% |
| 1Y | +37.7% | -41.0% | +78.6% | +44.3% |
| 3Y | +68.0% | +29.2% | +38.7% | +56.8% |
| 5Y | +78.8% | +41.6% | +37.2% | +61.5% |
| All | +78.8% | +43.1% | +35.7% | +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 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