+64.3%
XLF vs TCOM
+29.4%
+34.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -1.5% | -4.9% | +3.4% | -0.9% |
| 30D | -1.2% | -14.4% | +13.2% | +0.5% |
| 3M | +9.2% | -17.7% | +26.8% | +11.2% |
| 6M | +16.3% | -25.1% | +41.4% | +19.7% |
| YTD | +5.4% | -45.7% | +51.2% | +12.0% |
| 1Y | +7.6% | -47.9% | +55.5% | +14.8% |
| 3Y | +74.2% | +8.9% | +65.3% | +67.3% |
| All | +64.3% | +29.4% | +34.9% | +50.7% |
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