+832.0%
XLB vs TFC
+259.9%
+572.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | +6.9% | +9.0% | -2.1% | +3.4% |
| 3M | -0.2% | -2.1% | +2.0% | +0.5% |
| 6M | +3.3% | +3.4% | -0.1% | +1.5% |
| YTD | +18.0% | +5.3% | +12.7% | +14.8% |
| 1Y | +24.2% | +16.2% | +8.1% | +16.3% |
| 3Y | +44.7% | +94.8% | -50.1% | +8.6% |
| 5Y | +31.6% | -0.7% | +32.2% | +23.7% |
| 10Y | +164.2% | +80.9% | +83.4% | +84.5% |
| All | +832.0% | +259.9% | +572.1% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling