+1,084.6%
XLI vs TMO
+4,500.5%
-3,415.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.3% | -2.5% | +0.2% | -1.3% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | +0.8% | +25.3% | -24.5% | -8.4% |
| 6M | +0.8% | +20.9% | -20.0% | -7.7% |
| YTD | +10.5% | +4.3% | +6.2% | +7.1% |
| 1Y | +14.1% | +27.0% | -12.9% | +1.6% |
| 3Y | +68.6% | +17.5% | +51.1% | +51.9% |
| 5Y | +80.4% | +6.9% | +73.5% | +65.3% |
| 10Y | +254.6% | +332.0% | -77.3% | +74.8% |
| All | +1,084.6% | +4,500.5% | -3,415.9% | +157.6% |
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