+54.7%
XLE vs TCOM
+13.4%
+41.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | -9.5% | +11.7% | +2.7% |
| 30D | +11.8% | -10.7% | +22.5% | +12.4% |
| 3M | +9.8% | -14.6% | +24.5% | +10.6% |
| 6M | +15.6% | -19.3% | +34.9% | +16.6% |
| YTD | +45.3% | -42.9% | +88.2% | +49.7% |
| 1Y | +48.3% | -43.8% | +92.1% | +52.9% |
| All | +54.7% | +13.4% | +41.3% | +58.4% |
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