+669.2%
XLP vs TCOM
+2,843.2%
-2,174.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | +8.2% | +11.5% | -3.3% | +7.4% |
| 3M | +7.7% | -5.2% | +12.9% | +8.1% |
| 6M | +9.3% | -16.9% | +26.2% | +10.5% |
| YTD | +19.5% | -39.9% | +59.4% | +23.1% |
| 1Y | +21.0% | -42.1% | +63.1% | +25.0% |
| 3Y | +43.2% | +28.0% | +15.2% | +38.1% |
| 5Y | +42.7% | +40.4% | +2.3% | +33.5% |
| 10Y | +135.7% | +5.6% | +130.1% | +118.7% |
| All | +669.2% | +2,843.2% | -2,174.1% | +448.9% |
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