+37.8%
XLC vs TFC
+15.2%
+22.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.2% |
| 7D | +0.6% | +2.2% | -1.7% | -0.2% |
| 30D | +0.2% | -2.5% | +2.7% | +1.0% |
| 3M | +0.6% | +4.5% | -3.9% | -1.0% |
| 6M | -4.5% | +11.0% | -15.5% | -8.1% |
| YTD | -4.7% | +5.9% | -10.6% | -7.1% |
| 1Y | -1.7% | +14.6% | -16.2% | -6.8% |
| 3Y | +72.3% | +96.7% | -24.4% | +33.6% |
| 5Y | +37.8% | +15.6% | +22.2% | +29.0% |
| All | +37.8% | +15.2% | +22.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling