+826.9%
XLE vs TCOM
+2,870.5%
-2,043.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -4.0% | +12.5% | -16.5% | -6.2% |
| 3M | +4.6% | -5.6% | +10.2% | +5.4% |
| 6M | +12.3% | -16.5% | +28.8% | +15.3% |
| YTD | +44.5% | -39.4% | +83.9% | +56.3% |
| 1Y | +42.4% | -41.0% | +83.4% | +54.8% |
| 3Y | +67.0% | +29.2% | +37.8% | +50.2% |
| 5Y | +161.9% | +41.6% | +120.3% | +116.3% |
| 10Y | +173.9% | +6.6% | +167.2% | +127.7% |
| All | +826.9% | +2,870.5% | -2,043.6% | +309.2% |
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