+328.6%
TMO vs XHB
+215.4%
+113.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -0.6% | -4.6% | +4.0% | +1.5% |
| 30D | +1.1% | -9.1% | +10.3% | +5.6% |
| 3M | +28.3% | -8.6% | +36.9% | +33.2% |
| 6M | +23.3% | -4.0% | +27.3% | +24.6% |
| YTD | +5.5% | -3.9% | +9.4% | +6.1% |
| 1Y | +24.5% | -16.5% | +41.0% | +33.5% |
| 3Y | +19.6% | +22.6% | -3.0% | +5.7% |
| 5Y | +8.1% | +33.9% | -25.8% | -10.4% |
| All | +328.6% | +215.4% | +113.2% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling