-15.1%
XHB vs TMF
-21.2%
+6.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | -9.1% | -1.8% | -7.2% | -8.3% |
| 3M | -2.3% | -8.2% | +5.9% | +2.1% |
| 6M | -4.1% | -19.5% | +15.4% | +4.2% |
| YTD | -1.7% | -16.0% | +14.3% | +5.6% |
| 1Y | -15.1% | -22.5% | +7.4% | -6.6% |
| All | -15.1% | -21.2% | +6.1% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling