+10.6%
TMO vs XLU
+42.8%
-32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -1.6% | +1.0% | +0.1% |
| 30D | +1.1% | -3.3% | +4.4% | +2.7% |
| 3M | +28.3% | -3.2% | +31.5% | +30.2% |
| 6M | +23.3% | -7.0% | +30.2% | +26.9% |
| YTD | +5.5% | +0.6% | +4.8% | +4.0% |
| 1Y | +24.5% | +2.4% | +22.1% | +21.4% |
| 3Y | +19.6% | +46.3% | -26.7% | -6.6% |
| All | +10.6% | +42.8% | -32.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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