+49.9%
XLE vs TCOM
-39.6%
+89.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -7.9% | -4.4% |
| 7D | -7.2% | +10.7% | -17.9% | -6.3% |
| 30D | +0.1% | +10.1% | -9.9% | +1.0% |
| 3M | +9.2% | -8.9% | +18.0% | +8.6% |
| 6M | +8.4% | -19.2% | +27.5% | +6.8% |
| YTD | +44.9% | -40.6% | +85.5% | +38.8% |
| 1Y | +49.9% | -39.0% | +88.9% | +42.9% |
| All | +49.9% | -39.6% | +89.5% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling