+14.5%
TFC vs XEL
+29.4%
-14.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | -2.3% | -0.9% | -1.5% | -2.1% |
| 3M | +2.5% | -1.4% | +3.9% | +2.8% |
| 6M | +9.5% | -5.8% | +15.3% | +11.3% |
| YTD | +5.1% | +4.7% | +0.4% | +3.0% |
| 1Y | +15.5% | +9.1% | +6.4% | +11.3% |
| 3Y | +95.2% | +47.8% | +47.3% | +68.7% |
| 5Y | +14.5% | +29.0% | -14.5% | +1.5% |
| All | +14.5% | +29.4% | -14.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling