+134.0%
XLC vs TFC
+38.5%
+95.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.2% | +1.7% | +4.5% | +5.7% |
| 30D | -2.4% | +9.0% | -11.4% | -5.0% |
| 3M | -3.3% | -2.1% | -1.2% | -2.8% |
| 6M | -7.3% | +3.4% | -10.7% | -8.6% |
| YTD | -7.6% | +5.3% | -12.9% | -9.7% |
| 1Y | -3.7% | +16.2% | -19.9% | -8.8% |
| 3Y | +62.9% | +94.8% | -31.9% | +29.4% |
| 5Y | +41.6% | -0.7% | +42.3% | +35.4% |
| All | +134.0% | +38.5% | +95.5% | +82.9% |
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