+253.9%
XLI vs TCOM
-9.8%
+263.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -1.7% | -4.9% | +3.2% | -0.9% |
| 30D | -7.3% | -14.4% | +7.1% | -5.1% |
| 3M | -1.3% | -17.7% | +16.3% | +1.2% |
| 6M | +2.2% | -25.1% | +27.3% | +6.4% |
| YTD | +11.7% | -45.7% | +57.4% | +21.5% |
| 1Y | +14.3% | -47.9% | +62.1% | +25.0% |
| 3Y | +70.3% | +8.9% | +61.4% | +60.6% |
| 5Y | +82.3% | +26.9% | +55.5% | +59.3% |
| All | +253.9% | -9.8% | +263.7% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling