+2,024.0%
TCOM vs DAR
+1,648.1%
+375.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +6.5% | -3.8% | +10.3% | +7.6% |
| 30D | +13.3% | -14.4% | +27.7% | +18.0% |
| 3M | -6.5% | -17.9% | +11.5% | -1.8% |
| 6M | -16.3% | -18.3% | +2.0% | -12.5% |
| YTD | -38.7% | +43.2% | -82.0% | -45.8% |
| 1Y | -40.1% | +57.7% | -97.8% | -48.7% |
| 3Y | +30.6% | +22.7% | +7.9% | +14.4% |
| 5Y | +45.8% | -34.0% | +79.8% | +50.3% |
| 10Y | +8.1% | +279.5% | -271.4% | -38.5% |
| All | +2,024.0% | +1,648.1% | +375.9% | +636.1% |
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