+52.6%
TMO vs XLP
+10.3%
+42.3%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.6% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +5.5% | +8.2% | -2.7% | +5.4% |
| 3M | +16.1% | +7.7% | +8.3% | +16.1% |
| 6M | +52.6% | +9.3% | +43.3% | +52.6% |
| All | +52.6% | +10.3% | +42.3% | +52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling