+70.4%
DRI vs TCOM
+26.3%
+44.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -1.2% | -7.6% | +6.4% | -0.4% |
| 30D | -0.4% | -12.2% | +11.8% | +1.0% |
| 3M | +9.5% | -14.2% | +23.7% | +11.1% |
| 6M | +6.5% | -25.0% | +31.5% | +9.4% |
| YTD | +18.4% | -43.7% | +62.1% | +25.0% |
| 1Y | +4.2% | -44.5% | +48.8% | +10.1% |
| 3Y | +57.1% | +13.4% | +43.7% | +48.5% |
| 5Y | +70.4% | +26.5% | +44.0% | +53.2% |
| All | +70.4% | +26.3% | +44.1% | +53.2% |
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 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