+6.8%
TMO vs XLP
+33.4%
-26.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | +0.4% | -1.4% | +1.9% | +1.4% |
| 30D | +1.5% | -1.3% | +2.8% | +2.3% |
| 3M | +28.5% | +1.8% | +26.7% | +26.4% |
| 6M | +20.4% | -0.8% | +21.2% | +20.4% |
| YTD | +4.3% | +9.5% | -5.3% | -4.2% |
| 1Y | +24.1% | +7.2% | +16.9% | +15.9% |
| 3Y | +17.5% | +27.1% | -9.7% | -5.4% |
| 5Y | +6.8% | +32.0% | -25.2% | -15.0% |
| All | +6.8% | +33.4% | -26.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling