+135.3%
XME vs TCOM
+8.5%
+126.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -0.2% | -10.2% | +10.0% | +1.4% |
| 30D | +1.4% | -16.8% | +18.2% | +4.2% |
| 3M | +2.7% | -16.7% | +19.4% | +5.2% |
| 6M | +6.5% | -27.1% | +33.6% | +11.6% |
| YTD | +15.2% | -45.5% | +60.7% | +25.7% |
| 1Y | +43.5% | -45.9% | +89.4% | +56.7% |
| All | +135.3% | +8.5% | +126.8% | +130.9% |
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