+61.7%
TMO vs XLP
+43.9%
+17.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +2.8% | +2.3% | +0.5% | +1.8% |
| 30D | +9.1% | +9.1% | 0.0% | +4.5% |
| 3M | +19.9% | +7.9% | +12.0% | +15.3% |
| 6M | +54.7% | +9.6% | +45.1% | +47.2% |
| YTD | +24.3% | +19.4% | +4.8% | +10.1% |
| 1Y | +25.0% | +22.4% | +2.7% | +8.5% |
| 3Y | +61.7% | +43.2% | +18.5% | +20.8% |
| All | +61.7% | +43.9% | +17.9% | +20.8% |
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 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