+29.5%
XLB vs TMF
-23.9%
+53.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.9% |
| 7D | +3.9% | +4.0% | 0.0% | +3.0% |
| 30D | +8.9% | +19.5% | -10.6% | +4.6% |
| 3M | +4.1% | -3.5% | +7.7% | +4.8% |
| 6M | +7.3% | -10.6% | +17.9% | +9.4% |
| YTD | +20.4% | -17.1% | +37.4% | +24.1% |
| 1Y | +29.5% | -24.3% | +53.8% | +34.5% |
| All | +29.5% | -23.9% | +53.4% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling