+68.7%
XLC vs TCOM
+8.5%
+60.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -1.4% | -10.2% | +8.8% | -0.3% |
| 30D | -0.9% | -16.8% | +15.9% | +1.1% |
| 3M | -0.3% | -16.7% | +16.4% | +1.5% |
| 6M | -5.2% | -27.1% | +21.9% | -2.1% |
| YTD | -5.3% | -45.5% | +40.2% | +0.5% |
| 1Y | -2.8% | -45.9% | +43.1% | +3.2% |
| All | +68.7% | +8.5% | +60.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling