+73.0%
XLF vs TCOM
+7.1%
+65.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.9% | -6.5% | +3.6% | -2.3% |
| 30D | -1.6% | -16.2% | +14.6% | -0.2% |
| 3M | +9.3% | -19.3% | +28.6% | +11.1% |
| 6M | +14.6% | -27.2% | +41.8% | +17.5% |
| YTD | +4.7% | -46.2% | +50.9% | +9.8% |
| 1Y | +8.6% | -46.6% | +55.3% | +13.9% |
| All | +73.0% | +7.1% | +65.9% | +74.5% |
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