+93.1%
ALLE vs TCOM
+26.7%
+66.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +3.6% | -1.8% | +5.3% | +3.7% |
| 30D | +25.9% | +12.1% | +13.8% | +25.0% |
| 3M | +15.8% | -3.2% | +19.0% | +15.9% |
| 6M | +48.1% | -16.6% | +64.7% | +49.4% |
| YTD | +22.0% | -39.4% | +61.4% | +25.4% |
| 1Y | +18.0% | -41.5% | +59.6% | +21.6% |
| 3Y | +93.1% | +24.4% | +68.7% | +93.7% |
| All | +93.1% | +26.7% | +66.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling