+39.5%
XLC vs TFC
-0.4%
+40.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +1.8% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -2.7% | +9.2% | -11.9% | -5.5% |
| 3M | -3.2% | -2.9% | -0.3% | -2.4% |
| 6M | -7.7% | +3.5% | -11.1% | -9.1% |
| YTD | -8.0% | +5.4% | -13.4% | -10.3% |
| 1Y | -3.1% | +17.3% | -20.4% | -8.8% |
| 3Y | +64.9% | +96.7% | -31.8% | +28.0% |
| 5Y | +39.5% | -1.1% | +40.6% | +40.5% |
| All | +39.5% | -0.4% | +40.0% | +40.5% |
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