+338.5%
ALLE vs TCOM
+64.4%
+274.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -0.6% | +12.1% | -12.6% | -2.2% |
| 30D | +25.3% | +16.5% | +8.9% | +22.6% |
| 3M | +10.3% | -4.0% | +14.3% | +10.8% |
| 6M | +38.0% | -18.5% | +56.6% | +41.6% |
| YTD | +17.8% | -38.3% | +56.1% | +25.2% |
| 1Y | +13.6% | -36.6% | +50.2% | +20.2% |
| 3Y | +89.2% | +31.1% | +58.1% | +73.6% |
| 5Y | +51.1% | +47.6% | +3.5% | +29.6% |
| 10Y | +228.1% | +5.1% | +223.1% | +179.2% |
| All | +338.5% | +64.4% | +274.1% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling