+736.9%
XLU vs TCOM
+2,536.0%
-1,799.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.2% | -6.5% | +5.3% | -0.7% |
| 30D | -2.5% | -16.2% | +13.7% | -1.3% |
| 3M | -2.7% | -19.3% | +16.6% | -1.3% |
| 6M | -7.5% | -27.2% | +19.8% | -5.4% |
| YTD | +0.9% | -46.2% | +47.1% | +5.3% |
| 1Y | +3.3% | -46.6% | +49.9% | +7.7% |
| 3Y | +47.3% | +8.4% | +38.9% | +43.3% |
| 5Y | +44.4% | +25.8% | +18.6% | +35.0% |
| 10Y | +140.8% | -11.9% | +152.7% | +124.2% |
| All | +736.9% | +2,536.0% | -1,799.2% | +433.8% |
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