+123.4%
ALLY vs TCOM
+112.7%
+10.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +3.7% | -9.5% | +13.2% | +6.0% |
| 30D | -2.3% | -10.7% | +8.5% | +0.1% |
| 3M | +3.8% | -14.6% | +18.5% | +7.0% |
| 6M | +9.7% | -19.3% | +29.0% | +14.3% |
| YTD | -1.4% | -42.9% | +41.5% | +10.4% |
| 1Y | +8.2% | -43.8% | +52.0% | +21.6% |
| 3Y | +66.5% | +2.1% | +64.4% | +54.7% |
| 5Y | +1.2% | +31.2% | -30.0% | -17.4% |
| 10Y | +191.4% | -13.9% | +205.4% | +138.0% |
| All | +123.4% | +112.7% | +10.8% | +71.4% |
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