+703.1%
XEL vs TMF
-70.3%
+773.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.1% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | +8.6% | +11.8% | -3.2% | +8.7% |
| 3M | +5.1% | -4.0% | +9.1% | +5.0% |
| 6M | +2.5% | -16.5% | +19.0% | +2.3% |
| YTD | +11.0% | -19.9% | +30.9% | +10.8% |
| 1Y | +2.7% | -25.6% | +28.3% | +2.5% |
| 3Y | +49.7% | -29.9% | +79.6% | +49.6% |
| 5Y | +46.1% | -88.2% | +134.4% | +37.6% |
| 10Y | +181.5% | -81.7% | +263.3% | +170.3% |
| All | +703.1% | -70.3% | +773.4% | +775.7% |
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