+25.8%
TMO vs XHB
-9.3%
+35.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | +6.2% | -6.9% | +13.1% | +8.9% |
| 3M | +27.5% | -1.3% | +28.7% | +27.6% |
| 6M | +20.0% | -6.8% | +26.7% | +22.0% |
| YTD | +6.1% | +0.7% | +5.4% | +3.4% |
| 1Y | +25.8% | -11.2% | +37.1% | +37.4% |
| All | +25.8% | -9.3% | +35.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling