+135.8%
XLC vs TMF
-81.3%
+217.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -3.4% | +6.8% | +3.3% |
| 30D | -2.6% | +11.5% | -14.1% | -2.1% |
| 3M | -2.1% | -4.5% | +2.4% | -2.2% |
| 6M | -5.5% | -15.0% | +9.5% | -6.1% |
| YTD | -6.9% | -19.9% | +12.9% | -7.7% |
| 1Y | -3.7% | -26.6% | +22.8% | -4.9% |
| 3Y | +64.2% | -29.8% | +94.0% | +63.1% |
| 5Y | +43.0% | -88.2% | +131.2% | +18.3% |
| All | +135.8% | -81.3% | +217.2% | +132.8% |
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