+730.6%
XLV vs TCOM
+2,557.8%
-1,827.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -4.9% | +1.3% | -3.1% |
| 30D | -1.8% | -14.4% | +12.6% | -0.3% |
| 3M | +7.8% | -17.7% | +25.4% | +9.6% |
| 6M | +9.1% | -25.1% | +34.2% | +12.0% |
| YTD | +7.7% | -45.7% | +53.5% | +13.8% |
| 1Y | +20.4% | -47.9% | +68.3% | +27.6% |
| 3Y | +30.8% | +8.9% | +21.8% | +26.3% |
| 5Y | +34.6% | +26.9% | +7.8% | +23.6% |
| 10Y | +173.4% | -11.2% | +184.5% | +151.4% |
| All | +730.6% | +2,557.8% | -1,827.2% | +456.4% |
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