+34.0%
XHB vs TCOM
+29.4%
+4.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.6% | -4.9% | +0.3% | -4.0% |
| 30D | -9.1% | -14.4% | +5.3% | -7.3% |
| 3M | -8.6% | -17.7% | +9.1% | -6.5% |
| 6M | -4.0% | -25.1% | +21.1% | -0.6% |
| YTD | -3.9% | -45.7% | +41.8% | +3.4% |
| 1Y | -16.5% | -47.9% | +31.4% | -9.7% |
| 3Y | +22.6% | +8.9% | +13.6% | +16.7% |
| All | +34.0% | +29.4% | +4.6% | +16.8% |
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