+88.6%
DVA vs TCOM
+8.0%
+80.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.9% |
| 30D | 0.0% | -14.4% | +14.4% | +1.2% |
| 3M | -10.9% | -17.7% | +6.7% | -9.7% |
| 6M | +17.3% | -25.1% | +42.4% | +19.8% |
| YTD | +59.8% | -45.7% | +105.5% | +67.3% |
| 1Y | +36.3% | -47.9% | +84.1% | +43.2% |
| 3Y | +88.6% | +8.9% | +79.7% | +65.6% |
| All | +88.6% | +8.0% | +80.6% | +65.6% |
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 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