+10.6%
XLK vs TMO
+21.2%
-10.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -7.3% |
| 7D | -14.0% | -4.5% | -9.4% | -13.3% |
| 30D | -19.6% | +3.1% | -22.7% | -19.6% |
| 3M | -12.6% | +17.2% | -29.8% | -13.8% |
| 6M | -1.7% | +45.3% | -47.0% | -6.8% |
| YTD | +13.2% | +17.1% | -4.0% | +13.8% |
| 1Y | +10.6% | +19.7% | -9.1% | +10.7% |
| All | +10.6% | +21.2% | -10.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling