+4,449.2%
TMO vs XLB
+804.1%
+3,645.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | -0.5% | -2.9% | +2.5% | +1.4% |
| 30D | +1.0% | -3.4% | +4.4% | +3.1% |
| 3M | +22.7% | +1.6% | +21.1% | +21.3% |
| 6M | +19.0% | +3.6% | +15.4% | +16.0% |
| YTD | +4.7% | +14.2% | -9.5% | -4.0% |
| 1Y | +26.0% | +15.6% | +10.4% | +14.6% |
| 3Y | +18.0% | +33.1% | -15.1% | -1.3% |
| 5Y | +8.0% | +35.0% | -27.1% | -10.9% |
| 10Y | +333.8% | +164.5% | +169.2% | +131.1% |
| All | +4,449.2% | +804.1% | +3,645.0% | +1,025.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling