+35.0%
XLB vs TCOM
+25.9%
+9.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.7% |
| 7D | -2.9% | -10.2% | +7.2% | -1.8% |
| 30D | -3.4% | -16.8% | +13.5% | -1.4% |
| 3M | +1.6% | -16.7% | +18.3% | +3.5% |
| 6M | +3.6% | -27.1% | +30.7% | +7.2% |
| YTD | +14.2% | -45.5% | +59.7% | +21.8% |
| 1Y | +15.6% | -45.9% | +61.5% | +23.3% |
| 3Y | +33.1% | +9.8% | +23.3% | +28.2% |
| 5Y | +35.0% | +23.8% | +11.3% | +25.4% |
| All | +35.0% | +25.9% | +9.2% | +25.4% |
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