+236.1%
ALNY vs TCOM
-9.8%
+245.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | -6.5% | -4.9% | -1.7% | -5.6% |
| 30D | +11.0% | -14.4% | +25.4% | +14.7% |
| 3M | -14.1% | -17.7% | +3.6% | -10.9% |
| 6M | -22.4% | -25.1% | +2.7% | -18.0% |
| YTD | -37.5% | -45.7% | +8.3% | -29.7% |
| 1Y | -46.9% | -47.9% | +0.9% | -39.9% |
| 3Y | +22.1% | +8.9% | +13.1% | +13.2% |
| 5Y | +31.2% | +26.9% | +4.3% | +10.4% |
| All | +236.1% | -9.8% | +245.9% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling