+958.4%
DTE vs TCOM
+2,569.4%
-1,611.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.6% |
| 7D | 0.0% | -10.2% | +10.2% | +0.9% |
| 30D | -0.5% | -16.8% | +16.3% | +0.9% |
| 3M | -6.0% | -16.7% | +10.7% | -4.8% |
| 6M | -7.2% | -27.1% | +19.9% | -5.0% |
| YTD | +7.2% | -45.5% | +52.7% | +12.0% |
| 1Y | +4.1% | -45.9% | +49.9% | +8.8% |
| 3Y | +46.9% | +9.8% | +37.1% | +42.0% |
| 5Y | +32.9% | +23.8% | +9.1% | +23.3% |
| 10Y | +144.5% | -10.8% | +155.3% | +125.4% |
| All | +958.4% | +2,569.4% | -1,611.0% | +569.4% |
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