+49.2%
XEL vs TMF
-42.4%
+91.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | -1.5% | -1.8% | +0.3% | -1.4% |
| 3M | -0.2% | -8.2% | +8.0% | +0.6% |
| 6M | -5.4% | -19.5% | +14.1% | -3.5% |
| YTD | +5.6% | -16.0% | +21.6% | +7.3% |
| 1Y | +10.5% | -22.5% | +32.9% | +13.0% |
| 3Y | +49.2% | -42.3% | +91.5% | +54.5% |
| All | +49.2% | -42.4% | +91.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling