+4.3%
DT vs TCOM
+8.5%
-4.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.0% |
| 7D | -0.5% | -10.2% | +9.6% | +0.8% |
| 30D | +0.1% | -16.8% | +16.9% | +2.3% |
| 3M | +24.1% | -16.7% | +40.8% | +26.6% |
| 6M | +30.1% | -27.1% | +57.2% | +35.0% |
| YTD | +16.8% | -45.5% | +62.3% | +25.9% |
| 1Y | -0.1% | -45.9% | +45.8% | +7.7% |
| All | +4.3% | +8.5% | -4.2% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling