+139.9%
XLC vs TFC
+38.2%
+101.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -0.9% | -2.3% | +1.4% | -0.2% |
| 3M | -0.3% | +2.5% | -2.8% | -1.2% |
| 6M | -5.2% | +9.5% | -14.7% | -8.1% |
| YTD | -5.3% | +5.1% | -10.4% | -7.3% |
| 1Y | -2.8% | +15.5% | -18.3% | -7.8% |
| 3Y | +71.2% | +95.2% | -24.0% | +35.6% |
| 5Y | +37.6% | +14.5% | +23.1% | +26.1% |
| All | +139.9% | +38.2% | +101.7% | +87.9% |
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