+1,768.8%
TMO vs XHB
+157.1%
+1,611.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | -2.5% | -5.2% | +2.8% | -0.2% |
| 30D | -0.3% | -12.1% | +11.8% | +5.3% |
| 3M | +25.3% | -6.2% | +31.5% | +28.2% |
| 6M | +20.9% | -6.7% | +27.6% | +23.6% |
| YTD | +4.3% | -5.5% | +9.8% | +5.7% |
| 1Y | +27.0% | -15.6% | +42.7% | +35.0% |
| 3Y | +17.5% | +22.0% | -4.5% | +5.4% |
| 5Y | +6.9% | +31.8% | -24.9% | -8.7% |
| 10Y | +332.0% | +208.1% | +123.9% | +148.1% |
| All | +1,768.8% | +157.1% | +1,611.7% | +828.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling