-8.2%
ALLY vs TCOM
+44.6%
-52.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +0.9% | +12.1% | -11.1% | -1.0% |
| 30D | +3.1% | +16.5% | -13.4% | +0.4% |
| 3M | -12.6% | -4.0% | -8.5% | -12.1% |
| 6M | -12.4% | -18.5% | +6.1% | -9.7% |
| YTD | -13.2% | -38.3% | +25.1% | -6.4% |
| 1Y | +1.8% | -36.6% | +38.4% | +9.1% |
| 3Y | +58.0% | +31.1% | +26.8% | +41.0% |
| All | -8.2% | +44.6% | -52.8% | -19.9% |
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