+2,455.6%
XLK vs TCOM
+2,536.0%
-80.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.2% |
| 7D | -0.4% | -6.5% | +6.1% | +0.7% |
| 30D | -0.5% | -16.2% | +15.8% | +2.4% |
| 3M | +5.0% | -19.3% | +24.3% | +8.4% |
| 6M | +32.9% | -27.2% | +60.1% | +39.5% |
| YTD | +29.0% | -46.2% | +75.1% | +41.9% |
| 1Y | +37.8% | -46.6% | +84.5% | +51.7% |
| 3Y | +118.7% | +8.4% | +110.3% | +107.9% |
| 5Y | +145.6% | +25.8% | +119.7% | +116.5% |
| 10Y | +791.5% | -11.9% | +803.4% | +695.6% |
| All | +2,455.6% | +2,536.0% | -80.4% | +1,248.7% |
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