+609.8%
XLP vs TCOM
+2,694.8%
-2,085.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | -9.5% | +8.5% | -0.4% |
| 30D | -0.9% | -10.7% | +9.8% | -0.1% |
| 3M | +3.8% | -14.6% | +18.4% | +4.8% |
| 6M | -1.7% | -19.3% | +17.6% | -0.5% |
| YTD | +10.3% | -42.9% | +53.2% | +14.1% |
| 1Y | +7.8% | -43.8% | +51.6% | +11.6% |
| 3Y | +27.2% | +2.1% | +25.1% | +24.6% |
| 5Y | +32.5% | +31.2% | +1.3% | +24.4% |
| 10Y | +101.8% | -13.9% | +115.7% | +90.1% |
| All | +609.8% | +2,694.8% | -2,085.0% | +408.4% |
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 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