+225.7%
XLE vs TCOM
+26.3%
+199.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | 0.0% | -7.6% | +7.6% | +0.6% |
| 30D | +12.6% | -12.2% | +24.9% | +13.8% |
| 3M | +11.8% | -14.2% | +26.1% | +13.0% |
| 6M | +16.1% | -25.0% | +41.1% | +18.5% |
| YTD | +46.9% | -43.7% | +90.5% | +53.2% |
| 1Y | +53.3% | -44.5% | +97.8% | +60.0% |
| 3Y | +54.9% | +13.4% | +41.5% | +49.5% |
| 5Y | +225.7% | +26.5% | +199.2% | +214.1% |
| All | +225.7% | +26.3% | +199.4% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling