+45.4%
XEL vs TCOM
+7.1%
+38.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -1.2% | -6.5% | +5.3% | -1.3% |
| 30D | -2.9% | -16.2% | +13.3% | -3.1% |
| 3M | -2.7% | -19.3% | +16.6% | -3.0% |
| 6M | -6.5% | -27.2% | +20.7% | -6.9% |
| YTD | +3.6% | -46.2% | +49.8% | +2.9% |
| 1Y | +7.5% | -46.6% | +54.1% | +6.7% |
| All | +45.4% | +7.1% | +38.3% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling