+8,096.9%
TMO vs XEL
+1,926.0%
+6,170.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.5% | -1.2% | -1.2% | -2.1% |
| 30D | -0.3% | -2.9% | +2.6% | +0.5% |
| 3M | +25.3% | -2.7% | +28.0% | +26.2% |
| 6M | +20.9% | -6.5% | +27.4% | +22.7% |
| YTD | +4.3% | +3.6% | +0.7% | +2.7% |
| 1Y | +27.0% | +7.5% | +19.5% | +23.6% |
| 3Y | +17.5% | +46.3% | -28.8% | +3.6% |
| 5Y | +6.9% | +30.5% | -23.6% | -3.0% |
| 10Y | +332.0% | +151.4% | +180.6% | +225.4% |
| All | +8,096.9% | +1,926.0% | +6,170.9% | +3,525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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