+568.2%
XLB vs TCOM
+2,694.8%
-2,126.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.4% | -9.5% | +8.1% | +0.4% |
| 30D | -0.4% | -10.7% | +10.3% | +1.6% |
| 3M | +2.0% | -14.6% | +16.6% | +4.5% |
| 6M | +1.8% | -19.3% | +21.2% | +5.3% |
| YTD | +16.6% | -42.9% | +59.5% | +27.6% |
| 1Y | +16.9% | -43.8% | +60.7% | +28.2% |
| 3Y | +32.6% | +2.1% | +30.4% | +26.2% |
| 5Y | +35.6% | +31.2% | +4.4% | +16.1% |
| 10Y | +160.0% | -13.9% | +174.0% | +127.5% |
| All | +568.2% | +2,694.8% | -2,126.5% | +211.7% |
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