+520.3%
XLB vs TMF
-69.2%
+589.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.5% | +1.2% | -2.7% | -1.4% |
| 30D | +6.1% | +19.7% | -13.7% | +8.6% |
| 3M | 0.0% | -2.1% | +2.1% | -0.2% |
| 6M | 0.0% | -13.4% | +13.4% | -1.9% |
| YTD | +16.0% | -16.7% | +32.8% | +13.4% |
| 1Y | +24.7% | -23.3% | +48.1% | +20.6% |
| 3Y | +40.4% | -24.8% | +65.2% | +38.0% |
| 5Y | +30.7% | -88.0% | +118.7% | -5.1% |
| 10Y | +173.3% | -84.7% | +258.0% | +130.3% |
| All | +520.3% | -69.2% | +589.4% | +635.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling