+64.9%
XLC vs TFC
+91.2%
-26.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +1.9% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -2.7% | +9.2% | -11.9% | -5.3% |
| 3M | -3.2% | -2.9% | -0.3% | -2.5% |
| 6M | -7.7% | +3.5% | -11.1% | -8.9% |
| YTD | -8.0% | +5.4% | -13.4% | -10.2% |
| 1Y | -3.1% | +17.3% | -20.4% | -8.7% |
| 3Y | +64.9% | +96.7% | -31.8% | +34.9% |
| All | +64.9% | +91.2% | -26.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling