+39.6%
XLC vs TMF
-88.7%
+128.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.8% |
| 7D | +3.1% | -8.2% | +11.2% | +3.4% |
| 30D | -4.2% | +5.3% | -9.5% | -4.4% |
| 3M | -2.1% | -8.5% | +6.3% | -1.8% |
| 6M | -6.6% | -17.2% | +10.6% | -6.0% |
| YTD | -7.8% | -23.4% | +15.6% | -7.0% |
| 1Y | -4.1% | -30.2% | +26.2% | -2.9% |
| 3Y | +62.6% | -32.9% | +95.6% | +63.3% |
| 5Y | +39.6% | -88.5% | +128.2% | +32.0% |
| All | +39.6% | -88.7% | +128.3% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling