+10.6%
TMO vs XLY
+28.1%
-17.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -0.6% | -1.7% | +1.1% | +0.2% |
| 30D | +1.1% | -4.2% | +5.3% | +3.4% |
| 3M | +28.3% | -2.7% | +31.0% | +29.6% |
| 6M | +23.3% | -0.6% | +23.9% | +23.1% |
| YTD | +5.5% | -5.0% | +10.5% | +7.9% |
| 1Y | +24.5% | -4.1% | +28.6% | +26.5% |
| 3Y | +19.6% | +33.6% | -14.0% | +0.6% |
| All | +10.6% | +28.1% | -17.5% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling