+270.3%
ALLE vs TCOM
+52.0%
+218.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -0.2% | -9.5% | +9.3% | +1.2% |
| 30D | -6.8% | -10.7% | +3.9% | -5.3% |
| 3M | +21.0% | -14.6% | +35.7% | +23.4% |
| 6M | +1.1% | -19.3% | +20.4% | +3.8% |
| YTD | -0.5% | -42.9% | +42.4% | +7.0% |
| 1Y | -7.3% | -43.8% | +36.5% | -0.1% |
| 3Y | +42.3% | +2.1% | +40.2% | +35.7% |
| 5Y | +13.5% | +31.2% | -17.8% | -1.0% |
| 10Y | +144.0% | -13.9% | +158.0% | +113.9% |
| All | +270.3% | +52.0% | +218.3% | +189.4% |
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