+65.1%
XLE vs TCOM
+31.7%
+33.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | -7.9% | +7.4% | -15.3% | -8.2% |
| 30D | -4.8% | +13.2% | -18.0% | -5.4% |
| 3M | +8.4% | -4.6% | +12.9% | +8.6% |
| 6M | +12.7% | -16.4% | +29.1% | +13.8% |
| YTD | +41.3% | -38.8% | +80.0% | +45.5% |
| 1Y | +42.3% | -37.3% | +79.6% | +46.2% |
| 3Y | +65.1% | +31.4% | +33.6% | +62.4% |
| All | +65.1% | +31.7% | +33.4% | +62.4% |
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