+1,877.1%
TCOM vs DAR
+2,109.8%
-232.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -9.5% | +1.4% | -10.9% | -9.9% |
| 30D | -10.7% | +12.8% | -23.5% | -13.9% |
| 3M | -14.6% | +7.4% | -22.0% | -16.8% |
| 6M | -19.3% | +22.3% | -41.6% | -24.7% |
| YTD | -42.9% | +81.1% | -124.0% | -52.5% |
| 1Y | -43.8% | +106.5% | -150.3% | -55.3% |
| 3Y | +2.1% | +5.3% | -3.2% | -5.8% |
| 5Y | +31.2% | -11.5% | +42.8% | +24.6% |
| 10Y | -13.9% | +353.3% | -367.3% | -53.2% |
| All | +1,877.1% | +2,109.8% | -232.8% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling