+142.5%
XLC vs TCOM
-16.7%
+159.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.8% | -9.5% | +8.7% | +0.8% |
| 30D | +1.0% | -10.7% | +11.8% | +2.9% |
| 3M | -0.7% | -14.6% | +13.9% | +1.6% |
| 6M | -5.1% | -19.3% | +14.2% | -2.1% |
| YTD | -4.3% | -42.9% | +38.7% | +4.1% |
| 1Y | -0.6% | -43.8% | +43.2% | +8.3% |
| 3Y | +72.7% | +2.1% | +70.6% | +64.3% |
| 5Y | +38.0% | +31.2% | +6.8% | +19.3% |
| All | +142.5% | -16.7% | +159.2% | +116.8% |
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