+205.7%
XHB vs TMF
-86.8%
+292.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | -9.1% | -1.8% | -7.2% | -9.0% |
| 3M | -2.3% | -8.2% | +5.9% | -2.1% |
| 6M | -4.1% | -19.5% | +15.4% | -3.7% |
| YTD | -1.7% | -16.0% | +14.3% | -1.3% |
| 1Y | -15.1% | -22.5% | +7.4% | -14.7% |
| 3Y | +26.8% | -42.3% | +69.1% | +26.4% |
| 5Y | +37.3% | -87.7% | +125.0% | +17.9% |
| 10Y | +205.7% | -86.5% | +292.2% | +191.7% |
| All | +205.7% | -86.8% | +292.5% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling