+142.5%
XLC vs TMF
-80.4%
+222.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -0.8% | -1.4% | +0.6% | -0.9% |
| 30D | +1.0% | -2.8% | +3.9% | +0.9% |
| 3M | -0.7% | -10.9% | +10.2% | -1.2% |
| 6M | -5.1% | -21.3% | +16.2% | -6.1% |
| YTD | -4.3% | -15.9% | +11.6% | -4.9% |
| 1Y | -0.6% | -15.7% | +15.2% | -1.2% |
| 3Y | +72.7% | -43.4% | +116.1% | +68.9% |
| 5Y | +38.0% | -87.8% | +125.8% | +14.4% |
| All | +142.5% | -80.4% | +222.9% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling