+30.8%
XEL vs TMF
-87.5%
+118.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -1.4% | +0.5% | -0.8% |
| 30D | -1.9% | -2.8% | +0.9% | -1.7% |
| 3M | -1.9% | -10.9% | +9.0% | -1.0% |
| 6M | -7.4% | -21.3% | +13.9% | -5.7% |
| YTD | +4.1% | -15.9% | +19.9% | +5.4% |
| 1Y | +8.0% | -15.7% | +23.8% | +9.3% |
| 3Y | +48.4% | -43.4% | +91.7% | +52.3% |
| All | +30.8% | -87.5% | +118.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling