+167.2%
ALLY vs TCOM
+5.9%
+161.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | +0.4% | -1.8% | +2.1% | +0.8% |
| 30D | +5.2% | +12.1% | -6.9% | +2.2% |
| 3M | -13.3% | -3.2% | -10.1% | -12.9% |
| 6M | -6.7% | -16.6% | +10.0% | -3.1% |
| YTD | -12.8% | -39.4% | +26.6% | -2.6% |
| 1Y | +0.7% | -41.5% | +42.2% | +13.5% |
| 3Y | +65.2% | +24.4% | +40.8% | +42.6% |
| 5Y | -10.1% | +41.6% | -51.7% | -31.0% |
| All | +167.2% | +5.9% | +161.4% | +98.7% |
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 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