+154.0%
XEL vs TMF
-86.2%
+240.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -0.9% | -1.0% | +0.1% | -0.9% |
| 3M | -1.4% | -11.3% | +9.9% | -1.1% |
| 6M | -5.8% | -22.7% | +16.9% | -5.2% |
| YTD | +4.7% | -17.3% | +22.0% | +5.2% |
| 1Y | +9.1% | -22.5% | +31.5% | +9.7% |
| 3Y | +47.8% | -43.2% | +91.1% | +48.8% |
| 5Y | +29.0% | -88.3% | +117.3% | +25.5% |
| 10Y | +154.0% | -86.0% | +240.0% | +131.6% |
| All | +154.0% | -86.2% | +240.2% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling