+923.7%
XLI vs TCOM
+2,569.4%
-1,645.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | -0.6% | -10.2% | +9.6% | +1.1% |
| 30D | -6.9% | -16.8% | +9.9% | -4.3% |
| 3M | -1.9% | -16.7% | +14.8% | +0.5% |
| 6M | +1.0% | -27.1% | +28.1% | +5.6% |
| YTD | +11.3% | -45.5% | +56.8% | +21.3% |
| 1Y | +15.8% | -45.9% | +61.7% | +26.2% |
| 3Y | +69.8% | +9.8% | +60.1% | +60.7% |
| 5Y | +80.9% | +23.8% | +57.1% | +59.1% |
| 10Y | +257.2% | -10.8% | +268.0% | +215.5% |
| All | +923.7% | +2,569.4% | -1,645.7% | +443.3% |
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