+147.8%
XEL vs TCOM
-9.8%
+157.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -0.3% | -4.9% | +4.6% | -0.3% |
| 30D | -3.9% | -14.4% | +10.4% | -3.9% |
| 3M | -2.8% | -17.7% | +14.9% | -2.7% |
| 6M | -5.4% | -25.1% | +19.7% | -5.2% |
| YTD | +3.8% | -45.7% | +49.5% | +4.1% |
| 1Y | +6.8% | -47.9% | +54.7% | +7.3% |
| 3Y | +45.6% | +8.9% | +36.6% | +44.8% |
| 5Y | +30.7% | +26.9% | +3.8% | +29.6% |
| All | +147.8% | -9.8% | +157.6% | +129.9% |
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