+215.3%
ALLE vs TCOM
+5.9%
+209.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +3.6% | -1.8% | +5.3% | +3.8% |
| 30D | +25.9% | +12.1% | +13.8% | +23.8% |
| 3M | +15.8% | -3.2% | +19.0% | +16.2% |
| 6M | +48.1% | -16.6% | +64.7% | +51.4% |
| YTD | +22.0% | -39.4% | +61.4% | +29.9% |
| 1Y | +18.0% | -41.5% | +59.6% | +26.4% |
| 3Y | +93.1% | +24.4% | +68.7% | +78.1% |
| 5Y | +52.1% | +41.6% | +10.5% | +31.0% |
| All | +215.3% | +5.9% | +209.4% | +159.3% |
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