+98.7%
ALLY vs TCOM
+128.3%
-29.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | -0.2% | +7.4% | -7.6% | -1.8% |
| 30D | +3.4% | +13.2% | -9.8% | +0.5% |
| 3M | -11.1% | -4.6% | -6.5% | -10.4% |
| 6M | -11.5% | -16.4% | +4.9% | -8.6% |
| YTD | -12.3% | -38.8% | +26.4% | -3.5% |
| 1Y | +1.1% | -37.3% | +38.4% | +10.6% |
| 3Y | +64.8% | +31.4% | +33.4% | +44.0% |
| 5Y | -6.9% | +45.5% | -52.4% | -25.7% |
| 10Y | +194.9% | +4.6% | +190.3% | +132.7% |
| All | +98.7% | +128.3% | -29.6% | +49.8% |
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 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