+60.6%
DVA vs TCOM
-39.6%
+100.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +5.7% |
| 7D | +4.7% | +10.7% | -5.9% | +4.6% |
| 30D | +7.8% | +10.1% | -2.3% | +7.6% |
| 3M | -15.5% | -8.9% | -6.6% | -15.4% |
| 6M | +25.0% | -19.2% | +44.2% | +24.7% |
| YTD | +69.6% | -40.6% | +110.2% | +69.8% |
| 1Y | +60.6% | -39.0% | +99.6% | +61.0% |
| All | +60.6% | -39.6% | +100.2% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling