+19.7%
TMO vs XLY
-0.8%
+20.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -2.7% |
| 7D | -4.5% | +1.2% | -5.8% | -4.9% |
| 30D | +3.1% | +5.3% | -2.2% | +1.2% |
| 3M | +17.2% | -0.6% | +17.9% | +17.7% |
| 6M | +45.3% | +0.1% | +45.2% | +46.2% |
| YTD | +17.1% | -0.9% | +18.0% | +17.8% |
| 1Y | +19.7% | -1.6% | +21.3% | +20.4% |
| All | +19.7% | -0.8% | +20.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling