+328.6%
TMO vs XRT
+128.2%
+200.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -0.6% | -3.2% | +2.6% | +0.5% |
| 30D | +1.1% | -4.5% | +5.6% | +2.8% |
| 3M | +28.3% | -3.1% | +31.4% | +29.6% |
| 6M | +23.3% | +4.2% | +19.0% | +21.2% |
| YTD | +5.5% | -0.1% | +5.6% | +5.3% |
| 1Y | +24.5% | -3.0% | +27.6% | +25.5% |
| 3Y | +19.6% | +41.8% | -22.2% | +4.9% |
| 5Y | +8.1% | -1.3% | +9.4% | +3.8% |
| All | +328.6% | +128.2% | +200.4% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling