+831.4%
XLE vs TCOM
+2,694.8%
-1,863.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.2% | -9.5% | +11.7% | +4.1% |
| 30D | +11.8% | -10.7% | +22.5% | +14.1% |
| 3M | +9.8% | -14.6% | +24.5% | +12.6% |
| 6M | +15.6% | -19.3% | +34.9% | +19.5% |
| YTD | +45.3% | -42.9% | +88.2% | +59.3% |
| 1Y | +48.3% | -43.8% | +92.1% | +62.9% |
| 3Y | +55.4% | +2.1% | +53.3% | +46.4% |
| 5Y | +216.1% | +31.2% | +184.9% | +164.9% |
| 10Y | +178.4% | -13.9% | +192.3% | +141.4% |
| All | +831.4% | +2,694.8% | -1,863.3% | +316.8% |
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