-26.7%
DT vs TCOM
+21.5%
-48.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -2.5% | -6.5% | +4.0% | -1.1% |
| 30D | +3.5% | -16.2% | +19.8% | +7.4% |
| 3M | +26.7% | -19.3% | +46.0% | +32.1% |
| 6M | +36.1% | -27.2% | +63.4% | +44.9% |
| YTD | +18.6% | -46.2% | +64.8% | +34.5% |
| 1Y | +7.9% | -46.6% | +54.5% | +22.4% |
| 3Y | +8.6% | +8.4% | +0.2% | -0.7% |
| 5Y | -26.7% | +25.8% | -52.5% | -42.0% |
| All | -26.7% | +21.5% | -48.2% | -42.0% |
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 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