+42.6%
DTE vs TCOM
+8.0%
+34.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -2.6% | -4.9% | +2.3% | -2.6% |
| 30D | -4.4% | -14.4% | +10.0% | -4.5% |
| 3M | -8.3% | -17.7% | +9.3% | -8.4% |
| 6M | -8.1% | -25.1% | +17.0% | -8.1% |
| YTD | +4.4% | -45.7% | +50.2% | +4.6% |
| 1Y | +0.2% | -47.9% | +48.0% | +0.4% |
| 3Y | +42.6% | +8.9% | +33.7% | +43.1% |
| All | +42.6% | +8.0% | +34.6% | +43.1% |
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