+19.6%
TMO vs XLB
+31.1%
-11.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -0.6% | -2.8% | +2.2% | +1.5% |
| 30D | +1.1% | -3.1% | +4.2% | +3.5% |
| 3M | +28.3% | -0.2% | +28.5% | +28.2% |
| 6M | +23.3% | +3.1% | +20.2% | +19.7% |
| YTD | +5.5% | +13.3% | -7.8% | -5.7% |
| 1Y | +24.5% | +12.0% | +12.5% | +12.3% |
| 3Y | +19.6% | +31.4% | -11.8% | -8.0% |
| All | +19.6% | +31.1% | -11.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling