+167.7%
XLB vs TFC
+90.1%
+77.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +7.1% | +9.2% | -2.1% | +3.4% |
| 3M | +0.6% | -2.9% | +3.5% | +1.6% |
| 6M | +3.5% | +3.5% | 0.0% | +1.5% |
| YTD | +18.2% | +5.4% | +12.8% | +14.7% |
| 1Y | +25.6% | +17.3% | +8.3% | +16.7% |
| 3Y | +46.7% | +96.7% | -50.0% | +7.5% |
| 5Y | +30.9% | -1.1% | +32.0% | +24.5% |
| 10Y | +167.7% | +84.7% | +83.0% | +87.0% |
| All | +167.7% | +90.1% | +77.7% | +87.0% |
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