+698.5%
XEL vs TMF
-69.2%
+767.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +10.0% | +19.7% | -9.7% | +10.2% |
| 3M | +4.3% | -2.1% | +6.4% | +4.3% |
| 6M | +0.5% | -13.4% | +13.9% | +0.3% |
| YTD | +10.4% | -16.7% | +27.1% | +10.2% |
| 1Y | +2.0% | -23.3% | +25.3% | +1.8% |
| 3Y | +45.6% | -24.8% | +70.4% | +45.6% |
| 5Y | +46.6% | -88.0% | +134.7% | +38.0% |
| 10Y | +168.3% | -84.7% | +253.0% | +155.0% |
| All | +698.5% | -69.2% | +767.7% | +771.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling