+50.4%
ALLE vs TCOM
+44.6%
+5.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -0.6% | +12.1% | -12.6% | -1.6% |
| 30D | +25.3% | +16.5% | +8.9% | +23.6% |
| 3M | +10.3% | -4.0% | +14.3% | +10.6% |
| 6M | +38.0% | -18.5% | +56.6% | +40.3% |
| YTD | +17.8% | -38.3% | +56.1% | +22.6% |
| 1Y | +13.6% | -36.6% | +50.2% | +17.9% |
| 3Y | +89.2% | +31.1% | +58.1% | +78.6% |
| All | +50.4% | +44.6% | +5.8% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling