+432.8%
XYL vs TCOM
+135.7%
+297.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -5.0% | -9.5% | +4.5% | -3.8% |
| 30D | -13.2% | -10.7% | -2.5% | -11.9% |
| 3M | -3.7% | -14.6% | +10.9% | -1.9% |
| 6M | -17.7% | -19.3% | +1.6% | -15.6% |
| YTD | -21.5% | -42.9% | +21.4% | -15.8% |
| 1Y | -24.5% | -43.8% | +19.3% | -18.9% |
| 3Y | +6.9% | +2.1% | +4.8% | +3.1% |
| 5Y | -18.1% | +31.2% | -49.3% | -27.1% |
| 10Y | +134.7% | -13.9% | +148.6% | +109.4% |
| All | +432.8% | +135.7% | +297.1% | +307.3% |
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