+44.0%
XLP vs TCOM
+40.6%
+3.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.4% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | +7.3% | +12.1% | -4.8% | +6.9% |
| 3M | +8.1% | -3.2% | +11.3% | +8.2% |
| 6M | +10.5% | -16.6% | +27.1% | +10.9% |
| YTD | +21.2% | -39.4% | +60.6% | +22.6% |
| 1Y | +22.7% | -41.5% | +64.2% | +24.3% |
| 3Y | +44.8% | +24.4% | +20.4% | +42.2% |
| All | +44.0% | +40.6% | +3.5% | +39.4% |
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