+34.1%
XLP vs TCOM
+30.8%
+3.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -9.5% | +8.5% | -0.7% |
| 30D | -0.9% | -10.7% | +9.8% | -0.6% |
| 3M | +3.8% | -14.6% | +18.4% | +4.2% |
| 6M | -1.7% | -19.3% | +17.6% | -1.2% |
| YTD | +10.3% | -42.9% | +53.2% | +11.8% |
| 1Y | +7.8% | -43.8% | +51.6% | +9.3% |
| 3Y | +27.2% | +2.1% | +25.1% | +25.8% |
| All | +34.1% | +30.8% | +3.3% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling