+119.9%
XRT vs TCOM
-10.5%
+130.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -3.6% | -6.5% | +2.9% | -2.3% |
| 30D | -6.7% | -16.2% | +9.5% | -3.6% |
| 3M | -1.4% | -19.3% | +17.9% | +2.3% |
| 6M | +1.7% | -27.2% | +28.9% | +7.5% |
| YTD | -1.5% | -46.2% | +44.7% | +9.7% |
| 1Y | -2.5% | -46.6% | +44.1% | +8.6% |
| 3Y | +39.9% | +8.4% | +31.5% | +30.4% |
| 5Y | -2.6% | +25.8% | -28.4% | -17.3% |
| All | +119.9% | -10.5% | +130.5% | +83.7% |
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