+226.0%
XLE vs TMO
+7.0%
+218.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | -2.5% | +2.9% | +0.9% |
| 30D | +6.6% | -0.3% | +6.9% | +6.6% |
| 3M | +12.3% | +25.3% | -13.0% | +7.4% |
| 6M | +18.4% | +20.9% | -2.5% | +13.5% |
| YTD | +47.2% | +4.3% | +42.9% | +45.8% |
| 1Y | +50.3% | +27.0% | +23.2% | +41.5% |
| 3Y | +55.3% | +17.5% | +37.8% | +46.3% |
| 5Y | +226.0% | +6.9% | +219.0% | +209.1% |
| All | +226.0% | +7.0% | +218.9% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling