+127.5%
XLC vs TMF
-80.6%
+208.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | -5.8% | +19.7% | -25.6% | -5.1% |
| 3M | -5.4% | -2.1% | -3.3% | -5.5% |
| 6M | -10.2% | -13.4% | +3.3% | -10.7% |
| YTD | -10.2% | -16.7% | +6.6% | -10.8% |
| 1Y | -5.6% | -23.3% | +17.7% | -6.6% |
| 3Y | +61.0% | -24.8% | +85.8% | +60.6% |
| 5Y | +35.2% | -88.0% | +123.3% | +11.6% |
| All | +127.5% | -80.6% | +208.2% | +125.0% |
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 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