+151.1%
ALLE vs TCOM
-9.7%
+160.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +2.8% | -7.6% | +10.4% | +3.9% |
| 30D | -7.6% | -12.2% | +4.6% | -5.9% |
| 3M | +22.8% | -14.2% | +37.0% | +25.1% |
| 6M | +4.6% | -25.0% | +29.6% | +8.6% |
| YTD | -1.2% | -43.7% | +42.5% | +6.5% |
| 1Y | -9.1% | -44.5% | +35.4% | -1.9% |
| 3Y | +50.0% | +13.4% | +36.6% | +40.1% |
| 5Y | +15.2% | +26.5% | -11.2% | +1.0% |
| 10Y | +151.1% | -10.3% | +161.4% | +114.9% |
| All | +151.1% | -9.7% | +160.8% | +114.9% |
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