+135.9%
XLU vs TCOM
-9.8%
+145.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -1.4% |
| 30D | -3.3% | -14.4% | +11.1% | -2.7% |
| 3M | -3.2% | -17.7% | +14.5% | -2.5% |
| 6M | -7.0% | -25.1% | +18.2% | -5.9% |
| YTD | +0.6% | -45.7% | +46.4% | +3.0% |
| 1Y | +2.4% | -47.9% | +50.3% | +5.0% |
| 3Y | +46.3% | +8.9% | +37.3% | +43.8% |
| 5Y | +44.0% | +26.9% | +17.1% | +38.7% |
| All | +135.9% | -9.8% | +145.7% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling