+172.0%
XHB vs TCOM
+941.8%
-769.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | +0.2% | -7.6% | +7.8% | +1.9% |
| 30D | -9.1% | -12.2% | +3.2% | -6.5% |
| 3M | -2.3% | -14.2% | +11.9% | +0.4% |
| 6M | -4.1% | -25.0% | +20.9% | +1.4% |
| YTD | -1.7% | -43.7% | +42.0% | +9.9% |
| 1Y | -15.1% | -44.5% | +29.4% | -4.9% |
| 3Y | +26.8% | +13.4% | +13.4% | +16.2% |
| 5Y | +37.3% | +26.5% | +10.9% | +14.1% |
| 10Y | +205.7% | -10.3% | +215.9% | +155.1% |
| All | +172.0% | +941.8% | -769.9% | -0.9% |
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