+20.4%
XLV vs TMO
+27.4%
-6.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.6% | -0.6% | -2.9% | -3.4% |
| 30D | -1.8% | +1.1% | -3.0% | -2.2% |
| 3M | +7.8% | +28.3% | -20.5% | +0.5% |
| 6M | +9.1% | +23.3% | -14.2% | +2.3% |
| YTD | +7.7% | +5.5% | +2.3% | +6.1% |
| 1Y | +20.4% | +24.5% | -4.1% | +11.6% |
| All | +20.4% | +27.4% | -6.9% | +11.6% |
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 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