+164.7%
XLB vs TFC
+77.1%
+87.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +5.3% | +8.6% | -3.4% | +1.8% |
| 3M | 0.0% | -4.3% | +4.3% | +1.7% |
| 6M | +1.2% | +5.4% | -4.2% | -1.4% |
| YTD | +16.9% | +4.5% | +12.4% | +13.9% |
| 1Y | +20.9% | +14.0% | +6.9% | +13.6% |
| 3Y | +43.3% | +93.4% | -50.0% | +5.7% |
| 5Y | +28.3% | +0.5% | +27.8% | +21.2% |
| All | +164.7% | +77.1% | +87.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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