+4,509.9%
TMO vs XLP
+523.7%
+3,986.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -1.4% | -1.0% | -0.3% | -0.6% |
| 30D | +6.2% | -0.9% | +7.1% | +6.8% |
| 3M | +27.5% | +3.8% | +23.6% | +23.2% |
| 6M | +20.0% | -1.7% | +21.7% | +20.6% |
| YTD | +6.1% | +10.3% | -4.1% | -3.1% |
| 1Y | +25.8% | +7.8% | +18.1% | +16.9% |
| 3Y | +11.2% | +27.2% | -16.0% | -9.8% |
| 5Y | +9.6% | +32.5% | -23.0% | -14.1% |
| 10Y | +317.8% | +101.8% | +216.0% | +130.8% |
| All | +4,509.9% | +523.7% | +3,986.3% | +1,088.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling