+17.5%
TMO vs XLP
+27.2%
-9.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +0.4% | -1.4% | +1.9% | +1.2% |
| 30D | +1.5% | -1.3% | +2.8% | +2.1% |
| 3M | +28.5% | +1.8% | +26.7% | +26.8% |
| 6M | +20.4% | -0.8% | +21.2% | +20.6% |
| YTD | +4.3% | +9.5% | -5.3% | -3.4% |
| 1Y | +24.1% | +7.2% | +16.9% | +16.9% |
| 3Y | +17.5% | +27.1% | -9.7% | -4.5% |
| All | +17.5% | +27.2% | -9.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling