+538.9%
XRT vs TCOM
+623.0%
-84.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +7.5% | +12.1% | -4.6% | +5.0% |
| 3M | +2.2% | -3.2% | +5.4% | +2.7% |
| 6M | +14.7% | -16.6% | +31.3% | +18.3% |
| YTD | +7.5% | -39.4% | +46.9% | +17.5% |
| 1Y | +14.1% | -41.5% | +55.6% | +25.6% |
| 3Y | +58.8% | +24.4% | +34.4% | +44.4% |
| 5Y | -3.9% | +41.6% | -45.5% | -20.0% |
| 10Y | +137.7% | +6.5% | +131.1% | +96.3% |
| All | +538.9% | +623.0% | -84.1% | +163.1% |
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