+124.6%
XLP vs TCOM
+3.1%
+121.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +0.7% | +12.1% | -11.3% | +0.2% |
| 30D | +10.3% | +16.5% | -6.2% | +9.4% |
| 3M | +6.5% | -4.0% | +10.6% | +6.7% |
| 6M | +8.4% | -18.5% | +26.9% | +9.3% |
| YTD | +18.2% | -38.3% | +56.5% | +20.6% |
| 1Y | +22.4% | -36.6% | +59.0% | +24.7% |
| 3Y | +41.9% | +31.1% | +10.8% | +37.6% |
| 5Y | +40.9% | +47.6% | -6.7% | +33.6% |
| All | +124.6% | +3.1% | +121.5% | +108.3% |
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 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