+180.8%
ALLY vs TCOM
-9.7%
+190.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | +1.0% | -7.6% | +8.6% | +3.0% |
| 30D | -3.3% | -12.2% | +8.9% | -0.2% |
| 3M | +0.5% | -14.2% | +14.7% | +3.7% |
| 6M | +12.6% | -25.0% | +37.6% | +20.3% |
| YTD | -4.7% | -43.7% | +39.0% | +8.7% |
| 1Y | +5.2% | -44.5% | +49.8% | +20.4% |
| 3Y | +66.5% | +13.4% | +53.1% | +47.2% |
| 5Y | +0.2% | +26.5% | -26.2% | -20.6% |
| 10Y | +180.8% | -10.3% | +191.1% | +117.3% |
| All | +180.8% | -9.7% | +190.5% | +117.3% |
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