+134.2%
DTE vs TCOM
-9.8%
+144.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.6% | -4.9% | +2.3% | -2.3% |
| 30D | -4.4% | -14.4% | +10.0% | -3.6% |
| 3M | -8.3% | -17.7% | +9.3% | -7.4% |
| 6M | -8.1% | -25.1% | +17.0% | -6.7% |
| YTD | +4.4% | -45.7% | +50.2% | +7.9% |
| 1Y | +0.2% | -47.9% | +48.0% | +3.7% |
| 3Y | +42.6% | +8.9% | +33.7% | +38.4% |
| 5Y | +31.5% | +26.9% | +4.6% | +23.4% |
| All | +134.2% | -9.8% | +144.0% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling