+102.9%
XLP vs TCOM
-9.7%
+112.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.4% | -7.6% | +6.2% | -1.1% |
| 30D | -1.3% | -12.2% | +10.9% | -0.7% |
| 3M | +1.8% | -14.2% | +16.1% | +2.5% |
| 6M | -0.8% | -25.0% | +24.2% | +0.5% |
| YTD | +9.5% | -43.7% | +53.2% | +12.3% |
| 1Y | +7.2% | -44.5% | +51.7% | +9.9% |
| 3Y | +27.1% | +13.4% | +13.7% | +24.1% |
| 5Y | +32.0% | +26.5% | +5.6% | +26.2% |
| 10Y | +102.9% | -10.3% | +113.2% | +89.3% |
| All | +102.9% | -9.7% | +112.6% | +89.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling