-39.5%
DT vs TCOM
+40.9%
-80.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +2.7% | -1.4% | +4.1% | +3.0% |
| 30D | -30.4% | +11.5% | -41.9% | -32.1% |
| 3M | -9.4% | -5.2% | -4.2% | -8.7% |
| 6M | +14.5% | -16.9% | +31.4% | +18.3% |
| YTD | +3.6% | -39.9% | +43.5% | +14.6% |
| 1Y | -3.4% | -42.1% | +38.6% | +7.7% |
| 3Y | -11.1% | +28.0% | -39.2% | -22.3% |
| 5Y | -39.5% | +40.4% | -79.8% | -53.7% |
| All | -39.5% | +40.9% | -80.4% | -53.7% |
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 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