+660.9%
XLP vs TCOM
+2,922.3%
-2,261.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +0.7% | +12.1% | -11.3% | 0.0% |
| 30D | +10.3% | +16.5% | -6.2% | +9.1% |
| 3M | +6.5% | -4.0% | +10.6% | +6.8% |
| 6M | +8.4% | -18.5% | +26.9% | +9.7% |
| YTD | +18.2% | -38.3% | +56.5% | +21.6% |
| 1Y | +22.4% | -36.6% | +59.0% | +25.7% |
| 3Y | +41.9% | +31.1% | +10.8% | +36.6% |
| 5Y | +40.9% | +47.6% | -6.7% | +31.3% |
| 10Y | +128.4% | +5.1% | +123.3% | +112.0% |
| All | +660.9% | +2,922.3% | -2,261.3% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling