+80.4%
XLI vs TCOM
+21.5%
+58.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -2.3% | -6.5% | +4.2% | -1.7% |
| 30D | -8.2% | -16.2% | +8.1% | -6.7% |
| 3M | +0.8% | -19.3% | +20.1% | +2.6% |
| 6M | +0.8% | -27.2% | +28.1% | +3.6% |
| YTD | +10.5% | -46.2% | +56.7% | +16.6% |
| 1Y | +14.1% | -46.6% | +60.8% | +20.4% |
| 3Y | +68.6% | +8.4% | +60.2% | +63.9% |
| 5Y | +80.4% | +25.8% | +54.6% | +69.2% |
| All | +80.4% | +21.5% | +58.9% | +69.2% |
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