-3.7%
XLC vs TFC
+16.8%
-20.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.2% | +1.7% | +4.5% | +5.8% |
| 30D | -2.4% | +9.0% | -11.4% | -4.3% |
| 3M | -3.3% | -2.1% | -1.2% | -3.0% |
| 6M | -7.3% | +3.4% | -10.7% | -8.0% |
| YTD | -7.6% | +5.3% | -12.9% | -10.4% |
| 1Y | -3.7% | +16.2% | -19.9% | -10.0% |
| All | -3.7% | +16.8% | -20.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling