-4.2%
DT vs TCOM
-41.4%
+37.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +3.1% | -1.8% | +4.9% | +3.2% |
| 30D | -29.5% | +12.1% | -41.6% | -30.3% |
| 3M | -11.7% | -3.2% | -8.5% | -11.2% |
| 6M | +29.0% | -16.6% | +45.6% | +32.9% |
| YTD | +3.4% | -39.4% | +42.8% | +13.3% |
| 1Y | -4.2% | -41.5% | +37.3% | +7.7% |
| All | -4.2% | -41.4% | +37.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling