+58.3%
XLE vs TMO
+18.6%
+39.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +8.5% | +1.0% | +7.5% | +8.3% |
| 3M | +14.6% | +22.7% | -8.1% | +11.2% |
| 6M | +17.6% | +19.0% | -1.4% | +14.3% |
| YTD | +48.1% | +4.7% | +43.4% | +47.9% |
| 1Y | +53.8% | +26.0% | +27.8% | +46.5% |
| All | +58.3% | +18.6% | +39.6% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling