-65.6%
XE vs TCOM
-19.7%
-45.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.2% | -11.6% | -8.8% |
| 7D | -12.9% | +10.7% | -23.6% | -14.4% |
| 30D | -30.3% | +10.1% | -40.3% | -31.5% |
| 3M | -45.9% | -8.9% | -37.0% | -43.7% |
| 6M | -66.2% | -19.2% | -47.1% | -57.6% |
| All | -65.6% | -19.7% | -45.9% | -56.4% |
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 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