+141.3%
XLC vs TCOM
-21.4%
+162.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -1.7% | -6.5% | +4.9% | -0.6% |
| 30D | +0.2% | -16.2% | +16.4% | +3.1% |
| 3M | +0.7% | -19.3% | +20.0% | +4.0% |
| 6M | -4.5% | -27.2% | +22.8% | +0.3% |
| YTD | -4.7% | -46.2% | +41.4% | +4.6% |
| 1Y | -1.5% | -46.6% | +45.1% | +8.1% |
| 3Y | +72.2% | +8.4% | +63.9% | +62.0% |
| 5Y | +39.3% | +25.8% | +13.5% | +21.1% |
| All | +141.3% | -21.4% | +162.8% | +117.9% |
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