+2,137.4%
DRI vs TCOM
+2,694.8%
-557.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.6% | -9.5% | +10.1% | +2.4% |
| 30D | +3.8% | -10.7% | +14.6% | +5.9% |
| 3M | +13.0% | -14.6% | +27.6% | +15.8% |
| 6M | +8.3% | -19.3% | +27.6% | +12.0% |
| YTD | +20.6% | -42.9% | +63.6% | +32.0% |
| 1Y | +6.5% | -43.8% | +50.2% | +16.5% |
| 3Y | +53.7% | +2.1% | +51.6% | +45.4% |
| 5Y | +72.7% | +31.2% | +41.5% | +46.7% |
| 10Y | +363.2% | -13.9% | +377.1% | +304.9% |
| All | +2,137.4% | +2,694.8% | -557.3% | +1,032.0% |
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