+0.2%
ALLY vs TCOM
+26.3%
-26.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | +1.0% | -7.6% | +8.6% | +2.4% |
| 30D | -3.3% | -12.2% | +8.9% | -1.2% |
| 3M | +0.5% | -14.2% | +14.7% | +2.7% |
| 6M | +12.6% | -25.0% | +37.6% | +17.8% |
| YTD | -4.7% | -43.7% | +39.0% | +4.4% |
| 1Y | +5.2% | -44.5% | +49.8% | +15.5% |
| 3Y | +66.5% | +13.4% | +53.1% | +53.0% |
| 5Y | +0.2% | +26.5% | -26.2% | -13.8% |
| All | +0.2% | +26.3% | -26.1% | -13.8% |
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