+64.7%
XLC vs TCOM
+26.7%
+38.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +3.7% | -1.8% | +5.5% | +3.9% |
| 30D | -1.9% | +12.1% | -14.0% | -3.1% |
| 3M | -3.1% | -3.2% | +0.1% | -2.8% |
| 6M | -6.4% | -16.6% | +10.3% | -4.7% |
| YTD | -6.8% | -39.4% | +32.6% | -2.3% |
| 1Y | -1.7% | -41.5% | +39.8% | +3.4% |
| 3Y | +64.7% | +24.4% | +40.3% | +59.7% |
| All | +64.7% | +26.7% | +38.0% | +59.7% |
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