+159.6%
XLB vs TFC
+100.2%
+59.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.1% |
| 7D | -0.2% | +2.2% | -2.5% | -1.2% |
| 30D | -1.7% | -2.5% | +0.7% | -0.8% |
| 3M | +4.4% | +4.5% | -0.2% | +2.2% |
| 6M | +5.0% | +11.0% | -5.9% | +0.2% |
| YTD | +15.5% | +5.9% | +9.6% | +12.0% |
| 1Y | +14.9% | +14.6% | +0.3% | +7.7% |
| 3Y | +34.5% | +96.7% | -62.2% | -1.7% |
| 5Y | +36.5% | +15.6% | +21.0% | +21.0% |
| 10Y | +159.6% | +98.6% | +61.0% | +68.1% |
| All | +159.6% | +100.2% | +59.4% | +68.1% |
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