+141.4%
XLC vs TMF
-80.4%
+221.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.6% | +1.0% | -0.4% | +0.6% |
| 30D | +0.2% | -1.8% | +2.1% | +0.2% |
| 3M | +0.6% | -8.2% | +8.9% | +0.3% |
| 6M | -4.5% | -19.5% | +15.0% | -5.4% |
| YTD | -4.7% | -16.0% | +11.2% | -5.4% |
| 1Y | -1.7% | -22.5% | +20.8% | -2.6% |
| 3Y | +72.3% | -42.3% | +114.5% | +68.7% |
| 5Y | +37.8% | -87.7% | +125.4% | +14.3% |
| All | +141.4% | -80.4% | +221.8% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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