-10.8%
TCOM vs DAR
+364.6%
-375.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -10.2% | -0.2% | -10.0% | -10.1% |
| 30D | -16.8% | +7.4% | -24.3% | -18.6% |
| 3M | -16.7% | +15.7% | -32.4% | -20.4% |
| 6M | -27.1% | +30.0% | -57.1% | -32.9% |
| YTD | -45.5% | +87.5% | -133.0% | -54.9% |
| 1Y | -45.9% | +113.4% | -159.2% | -57.2% |
| 3Y | +9.8% | +15.3% | -5.5% | 0.0% |
| 5Y | +23.8% | -4.3% | +28.1% | +16.9% |
| 10Y | -10.8% | +380.2% | -390.9% | -50.8% |
| All | -10.8% | +364.6% | -375.4% | -50.8% |
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