+159.8%
XLB vs TCOM
-9.8%
+169.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -2.8% | -4.9% | +2.1% | -2.1% |
| 30D | -3.1% | -14.4% | +11.3% | -0.7% |
| 3M | -0.2% | -17.7% | +17.5% | +2.7% |
| 6M | +3.1% | -25.1% | +28.2% | +7.5% |
| YTD | +13.3% | -45.7% | +59.0% | +23.9% |
| 1Y | +12.0% | -47.9% | +59.9% | +23.3% |
| 3Y | +31.4% | +8.9% | +22.5% | +23.7% |
| 5Y | +33.9% | +26.9% | +7.1% | +16.8% |
| All | +159.8% | -9.8% | +169.6% | +120.9% |
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