+6.6%
TCOM vs DAR
+290.1%
-283.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.1% | -2.4% |
| 7D | +2.2% | +3.6% | -1.4% | +1.1% |
| 30D | +12.5% | -11.3% | +23.8% | +15.7% |
| 3M | -5.6% | -13.1% | +7.5% | -2.8% |
| 6M | -16.5% | -15.1% | -1.4% | -13.8% |
| YTD | -39.4% | +50.5% | -89.9% | -47.0% |
| 1Y | -41.0% | +57.9% | -98.9% | -49.3% |
| 3Y | +29.2% | +28.9% | +0.3% | +11.8% |
| 5Y | +41.6% | -31.4% | +73.1% | +46.7% |
| 10Y | +6.6% | +301.0% | -294.4% | -36.7% |
| All | +6.6% | +290.1% | -283.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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