+114.1%
DT vs TCOM
+0.6%
+113.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.6% | -4.9% | +3.3% | -0.3% |
| 30D | +3.0% | -14.4% | +17.4% | +7.1% |
| 3M | +26.5% | -17.7% | +44.2% | +32.2% |
| 6M | +35.9% | -25.1% | +61.0% | +45.3% |
| YTD | +17.8% | -45.7% | +63.6% | +36.6% |
| 1Y | +4.1% | -47.9% | +51.9% | +21.8% |
| 3Y | +5.3% | +8.9% | -3.6% | -5.7% |
| 5Y | -27.2% | +26.9% | -54.0% | -42.6% |
| All | +114.1% | +0.6% | +113.5% | +78.2% |
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