+128.8%
XLP vs TCOM
+3.5%
+125.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +0.1% | +7.4% | -7.4% | -0.3% |
| 30D | +8.9% | +13.2% | -4.3% | +8.3% |
| 3M | +7.5% | -4.6% | +12.0% | +7.7% |
| 6M | +9.4% | -16.4% | +25.8% | +10.2% |
| YTD | +19.3% | -38.8% | +58.0% | +21.7% |
| 1Y | +21.7% | -37.3% | +59.1% | +24.0% |
| 3Y | +44.0% | +31.4% | +12.5% | +39.6% |
| 5Y | +42.8% | +45.5% | -2.7% | +35.6% |
| 10Y | +128.8% | +4.6% | +124.1% | +111.8% |
| All | +128.8% | +3.5% | +125.3% | +111.8% |
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