+310.7%
XLF vs TCOM
+2,658.7%
-2,347.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +0.2% | -7.6% | +7.8% | +1.7% |
| 30D | -0.5% | -12.2% | +11.7% | +2.0% |
| 3M | +10.6% | -14.2% | +24.9% | +13.5% |
| 6M | +14.3% | -25.0% | +39.3% | +20.3% |
| YTD | +5.5% | -43.7% | +49.2% | +16.8% |
| 1Y | +9.6% | -44.5% | +54.1% | +21.5% |
| 3Y | +75.2% | +13.4% | +61.7% | +61.8% |
| 5Y | +65.5% | +26.5% | +39.1% | +39.8% |
| 10Y | +246.4% | -10.3% | +256.7% | +195.3% |
| All | +310.7% | +2,658.7% | -2,347.9% | +77.7% |
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 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