+548.2%
XRT vs TCOM
+623.5%
-75.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | +9.8% | +12.5% | -2.7% | +7.2% |
| 3M | +3.3% | -5.6% | +8.9% | +4.3% |
| 6M | +13.6% | -16.5% | +30.1% | +17.1% |
| YTD | +9.1% | -39.4% | +48.4% | +19.2% |
| 1Y | +15.1% | -41.0% | +56.0% | +26.4% |
| 3Y | +59.9% | +29.2% | +30.7% | +44.2% |
| 5Y | -1.7% | +41.6% | -43.4% | -18.2% |
| 10Y | +141.1% | +6.6% | +134.5% | +99.1% |
| All | +548.2% | +623.5% | -75.3% | +166.9% |
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 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