+333.8%
TMO vs XLP
+102.3%
+231.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.3% |
| 7D | -0.5% | -2.9% | +2.4% | +1.7% |
| 30D | +1.0% | -2.2% | +3.2% | +2.6% |
| 3M | +22.7% | -0.6% | +23.3% | +22.7% |
| 6M | +19.0% | -2.2% | +21.2% | +20.1% |
| YTD | +4.7% | +8.3% | -3.5% | -2.9% |
| 1Y | +26.0% | +5.7% | +20.3% | +18.9% |
| 3Y | +18.0% | +25.7% | -7.7% | -3.3% |
| 5Y | +8.0% | +31.3% | -23.3% | -14.5% |
| 10Y | +333.8% | +106.2% | +227.6% | +147.9% |
| All | +333.8% | +102.3% | +231.5% | +147.9% |
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