+164.2%
XLB vs TCOM
+5.9%
+158.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +0.5% | -1.8% | +2.3% | +0.8% |
| 30D | +5.2% | +12.1% | -6.9% | +3.2% |
| 3M | +0.3% | -3.2% | +3.5% | +0.7% |
| 6M | +1.2% | -16.6% | +17.8% | +3.7% |
| YTD | +16.6% | -39.4% | +56.0% | +25.3% |
| 1Y | +21.4% | -41.5% | +63.0% | +31.2% |
| 3Y | +43.2% | +24.4% | +18.8% | +32.0% |
| 5Y | +28.0% | +41.6% | -13.5% | +9.9% |
| All | +164.2% | +5.9% | +158.3% | +121.5% |
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 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