+194.8%
TMO vs XLC
+141.1%
+53.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.8% |
| 7D | -0.5% | -1.4% | +0.9% | +0.4% |
| 30D | +1.0% | -0.9% | +1.9% | +1.5% |
| 3M | +22.7% | -0.3% | +23.0% | +22.4% |
| 6M | +19.0% | -5.2% | +24.2% | +22.4% |
| YTD | +4.7% | -5.3% | +10.0% | +7.7% |
| 1Y | +26.0% | -2.8% | +28.8% | +27.3% |
| 3Y | +18.0% | +71.2% | -53.2% | -16.5% |
| 5Y | +8.0% | +37.6% | -29.6% | -14.2% |
| All | +194.8% | +141.1% | +53.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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