+180.6%
DVA vs TCOM
-9.8%
+190.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | 0.0% | -14.4% | +14.4% | +1.7% |
| 3M | -10.9% | -17.7% | +6.7% | -9.2% |
| 6M | +17.3% | -25.1% | +42.4% | +20.7% |
| YTD | +59.8% | -45.7% | +105.5% | +69.8% |
| 1Y | +36.3% | -47.9% | +84.1% | +45.4% |
| 3Y | +88.6% | +8.9% | +79.7% | +80.5% |
| 5Y | +47.5% | +26.9% | +20.7% | +34.8% |
| All | +180.6% | -9.8% | +190.4% | +152.3% |
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