+70.3%
XLI vs TMO
+19.5%
+50.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -1.7% | -0.6% | -1.0% | -1.5% |
| 30D | -7.3% | +1.1% | -8.4% | -7.6% |
| 3M | -1.3% | +28.3% | -29.7% | -8.1% |
| 6M | +2.2% | +23.3% | -21.0% | -4.2% |
| YTD | +11.7% | +5.5% | +6.3% | +9.6% |
| 1Y | +14.3% | +24.5% | -10.3% | +6.1% |
| 3Y | +70.3% | +19.6% | +50.8% | +58.0% |
| All | +70.3% | +19.5% | +50.9% | +58.0% |
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