+208.9%
XHB vs TCOM
-9.8%
+218.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.6% | -4.9% | +0.3% | -3.8% |
| 30D | -9.1% | -14.4% | +5.3% | -6.7% |
| 3M | -8.6% | -17.7% | +9.1% | -5.8% |
| 6M | -4.0% | -25.1% | +21.1% | +0.5% |
| YTD | -3.9% | -45.7% | +41.8% | +5.8% |
| 1Y | -16.5% | -47.9% | +31.4% | -7.4% |
| 3Y | +22.6% | +8.9% | +13.6% | +14.5% |
| 5Y | +33.9% | +26.9% | +7.1% | +14.8% |
| All | +208.9% | -9.8% | +218.7% | +152.9% |
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