+110.9%
DT vs TCOM
+4.4%
+106.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | -4.9% | -7.6% | +2.8% | -3.0% |
| 30D | +2.7% | -12.2% | +14.9% | +6.1% |
| 3M | +20.0% | -14.2% | +34.2% | +24.1% |
| 6M | +28.0% | -25.0% | +53.0% | +36.9% |
| YTD | +16.0% | -43.7% | +59.7% | +33.2% |
| 1Y | +0.7% | -44.5% | +45.3% | +16.0% |
| 3Y | +6.2% | +13.4% | -7.2% | -5.9% |
| 5Y | -28.1% | +26.5% | -54.6% | -43.0% |
| All | +110.9% | +4.4% | +106.5% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling