+24.5%
TMO vs XLP
+6.9%
+17.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +1.1% | -2.0% | +3.1% | +1.2% |
| 3M | +28.3% | -1.5% | +29.9% | +28.4% |
| 6M | +23.3% | -0.2% | +23.4% | +23.7% |
| YTD | +5.5% | +8.7% | -3.2% | +4.3% |
| 1Y | +24.5% | +6.3% | +18.2% | +23.9% |
| All | +24.5% | +6.9% | +17.6% | +23.9% |
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 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