-62.0%
ALNY vs TCOM
-39.6%
-22.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.5% |
| 7D | -30.7% | +10.7% | -41.4% | -31.4% |
| 30D | -26.7% | +10.1% | -36.8% | -27.4% |
| 3M | -26.4% | -8.9% | -17.6% | -25.9% |
| 6M | -45.9% | -19.2% | -26.8% | -44.9% |
| YTD | -59.5% | -40.6% | -18.9% | -58.9% |
| 1Y | -62.0% | -39.0% | -22.9% | -61.5% |
| All | -62.0% | -39.6% | -22.3% | -61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling