+221.5%
ALLE vs TCOM
+3.5%
+218.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | -0.6% | +7.4% | -8.1% | -1.7% |
| 30D | +26.6% | +13.2% | +13.4% | +24.3% |
| 3M | +13.2% | -4.6% | +17.7% | +13.8% |
| 6M | +42.9% | -16.4% | +59.3% | +46.0% |
| YTD | +21.0% | -38.8% | +59.8% | +28.7% |
| 1Y | +15.2% | -37.3% | +52.5% | +22.0% |
| 3Y | +95.6% | +31.4% | +64.2% | +78.8% |
| 5Y | +53.4% | +45.5% | +7.9% | +31.6% |
| 10Y | +221.5% | +4.6% | +216.8% | +168.1% |
| All | +221.5% | +3.5% | +218.0% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling