+652.9%
XEL vs TMF
-68.9%
+721.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -1.4% | +0.5% | -1.0% |
| 30D | -1.9% | -2.8% | +0.9% | -1.9% |
| 3M | -1.9% | -10.9% | +9.0% | -2.0% |
| 6M | -7.4% | -21.3% | +13.9% | -7.6% |
| YTD | +4.1% | -15.9% | +19.9% | +3.9% |
| 1Y | +8.0% | -15.7% | +23.8% | +7.9% |
| 3Y | +48.4% | -43.4% | +91.7% | +47.5% |
| 5Y | +27.2% | -87.8% | +115.0% | +19.9% |
| 10Y | +146.8% | -86.7% | +233.5% | +132.8% |
| All | +652.9% | -68.9% | +721.7% | +721.3% |
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