+944.0%
XEL vs TCOM
+2,569.4%
-1,625.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | +0.9% | -10.2% | +11.1% | +1.5% |
| 30D | -0.9% | -16.8% | +15.9% | +0.1% |
| 3M | -1.4% | -16.7% | +15.3% | -0.6% |
| 6M | -5.8% | -27.1% | +21.3% | -4.4% |
| YTD | +4.7% | -45.5% | +50.2% | +7.8% |
| 1Y | +9.1% | -45.9% | +54.9% | +12.2% |
| 3Y | +47.8% | +9.8% | +38.1% | +44.6% |
| 5Y | +29.0% | +23.8% | +5.2% | +22.7% |
| 10Y | +154.0% | -10.8% | +164.8% | +140.0% |
| All | +944.0% | +2,569.4% | -1,625.4% | +615.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling