+33.6%
XLY vs TCOM
+8.0%
+25.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.7% | -4.9% | +3.2% | -1.0% |
| 30D | -4.2% | -14.4% | +10.2% | -2.1% |
| 3M | -2.7% | -17.7% | +15.0% | -0.2% |
| 6M | -0.6% | -25.1% | +24.5% | +3.3% |
| YTD | -5.0% | -45.7% | +40.7% | +2.8% |
| 1Y | -4.1% | -47.9% | +43.8% | +4.4% |
| 3Y | +33.6% | +8.9% | +24.7% | +32.2% |
| All | +33.6% | +8.0% | +25.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling