+48.3%
XLE vs TMO
+27.8%
+20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +2.2% | -1.4% | +3.6% | +2.1% |
| 30D | +11.8% | +6.2% | +5.6% | +12.3% |
| 3M | +9.8% | +27.5% | -17.6% | +11.9% |
| 6M | +15.6% | +20.0% | -4.4% | +17.9% |
| YTD | +45.3% | +6.1% | +39.1% | +48.7% |
| 1Y | +48.3% | +25.8% | +22.5% | +52.1% |
| All | +48.3% | +27.8% | +20.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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