+414.6%
XLF vs TMO
+4,551.2%
-4,136.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.5% | -0.6% | -0.8% | -1.2% |
| 30D | -1.2% | +1.1% | -2.3% | -1.8% |
| 3M | +9.2% | +28.3% | -19.2% | -2.9% |
| 6M | +16.3% | +23.3% | -6.9% | +4.5% |
| YTD | +5.4% | +5.5% | 0.0% | +1.3% |
| 1Y | +7.6% | +24.5% | -16.9% | -4.7% |
| 3Y | +74.2% | +19.6% | +54.6% | +53.2% |
| 5Y | +66.1% | +8.1% | +58.0% | +49.4% |
| 10Y | +252.8% | +336.7% | -84.0% | +54.4% |
| All | +414.6% | +4,551.2% | -4,136.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling