+513.3%
XRT vs TCOM
+580.7%
-67.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +0.8% | -9.5% | +10.3% | +2.8% |
| 30D | -4.2% | -10.7% | +6.5% | -2.0% |
| 3M | +5.1% | -14.6% | +19.7% | +8.0% |
| 6M | +2.4% | -19.3% | +21.7% | +6.4% |
| YTD | +3.2% | -42.9% | +46.1% | +14.3% |
| 1Y | +1.5% | -43.8% | +45.3% | +12.7% |
| 3Y | +40.6% | +2.1% | +38.5% | +33.0% |
| 5Y | -1.0% | +31.2% | -32.2% | -16.4% |
| 10Y | +128.4% | -13.9% | +142.3% | +97.1% |
| All | +513.3% | +580.7% | -67.3% | +155.9% |
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