+1,303.1%
DVA vs TCOM
+2,658.7%
-1,355.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | +2.2% | -7.6% | +9.8% | +3.1% |
| 30D | -2.0% | -12.2% | +10.2% | -0.7% |
| 3M | -6.3% | -14.2% | +8.0% | -4.9% |
| 6M | +19.4% | -25.0% | +44.4% | +22.8% |
| YTD | +58.5% | -43.7% | +102.2% | +67.4% |
| 1Y | +33.9% | -44.5% | +78.4% | +41.5% |
| 3Y | +88.4% | +13.4% | +75.0% | +81.0% |
| 5Y | +39.5% | +26.5% | +13.0% | +28.1% |
| 10Y | +179.5% | -10.3% | +189.7% | +156.4% |
| All | +1,303.1% | +2,658.7% | -1,355.6% | +772.1% |
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 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