+2,637.6%
TFC vs XEL
+2,110.3%
+527.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +2.4% | -0.2% | +1.5% |
| 30D | +10.8% | +8.3% | +2.5% | +8.0% |
| 3M | -3.8% | +4.2% | -7.9% | -5.1% |
| 6M | +9.6% | +3.7% | +5.8% | +8.1% |
| YTD | +5.8% | +13.1% | -7.3% | +1.1% |
| 1Y | +16.2% | +5.0% | +11.2% | +13.6% |
| 3Y | +96.0% | +55.0% | +41.0% | +66.7% |
| 5Y | +1.7% | +51.8% | -50.1% | -13.6% |
| 10Y | +79.9% | +185.6% | -105.7% | +25.0% |
| All | +2,637.6% | +2,110.3% | +527.4% | +1,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling