+259.3%
XHB vs TMF
-83.0%
+342.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +11.8% | +16.3% | -4.5% | +11.3% |
| 3M | -3.8% | -2.7% | -1.1% | -3.8% |
| 6M | +4.1% | -13.2% | +17.3% | +4.4% |
| YTD | +4.0% | -16.7% | +20.6% | +4.3% |
| 1Y | +1.6% | -22.7% | +24.3% | +2.0% |
| 3Y | +43.2% | -26.1% | +69.3% | +44.3% |
| 5Y | +35.8% | -88.4% | +124.3% | +14.7% |
| 10Y | +259.3% | -81.8% | +341.1% | +234.6% |
| All | +259.3% | -83.0% | +342.3% | +234.6% |
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