+388.5%
TMO vs XLP
+136.1%
+252.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | +2.8% | +2.3% | +0.5% | +1.1% |
| 30D | +9.1% | +9.1% | 0.0% | +2.1% |
| 3M | +19.9% | +7.9% | +12.0% | +12.8% |
| 6M | +54.7% | +9.6% | +45.1% | +43.3% |
| YTD | +24.3% | +19.4% | +4.8% | +6.7% |
| 1Y | +25.0% | +22.4% | +2.7% | +5.3% |
| 3Y | +61.7% | +43.2% | +18.5% | +19.7% |
| 5Y | +16.2% | +42.6% | -26.3% | -13.8% |
| All | +388.5% | +136.1% | +252.4% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling