+852.1%
XHB vs TMF
-68.9%
+921.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.4% |
| 30D | -6.9% | -2.8% | -4.0% | -7.1% |
| 3M | -1.3% | -10.9% | +9.6% | -2.3% |
| 6M | -6.8% | -21.3% | +14.5% | -8.9% |
| YTD | +0.7% | -15.9% | +16.6% | -0.9% |
| 1Y | -11.2% | -15.7% | +4.5% | -12.6% |
| 3Y | +25.3% | -43.4% | +68.7% | +18.7% |
| 5Y | +37.3% | -87.8% | +125.1% | +2.2% |
| 10Y | +211.5% | -86.7% | +298.3% | +157.1% |
| All | +852.1% | -68.9% | +921.0% | +1,044.0% |
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