+25.4%
TMO vs XLP
+24.3%
+1.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +1.2% |
| 7D | +0.3% | +5.9% | -5.6% | +0.4% |
| 30D | +4.3% | +13.5% | -9.1% | +4.2% |
| 3M | +25.1% | +8.4% | +16.7% | +25.2% |
| 6M | +52.9% | +11.5% | +41.4% | +52.8% |
| YTD | +22.2% | +20.6% | +1.6% | +20.4% |
| 1Y | +25.4% | +24.3% | +1.1% | +19.8% |
| All | +25.4% | +24.3% | +1.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling