+30.0%
XHB vs TCOM
+40.6%
-10.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | +9.9% | +12.1% | -2.1% | +8.3% |
| 3M | -6.3% | -3.2% | -3.1% | -6.0% |
| 6M | +3.8% | -16.6% | +20.5% | +6.0% |
| YTD | +0.1% | -39.4% | +39.5% | +6.2% |
| 1Y | -0.8% | -41.5% | +40.7% | +5.7% |
| 3Y | +35.6% | +24.4% | +11.2% | +26.7% |
| All | +30.0% | +40.6% | -10.5% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling