+170.7%
XLE vs TFC
+100.2%
+70.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.2% |
| 7D | 0.0% | +2.2% | -2.2% | -1.2% |
| 30D | +12.6% | -2.5% | +15.1% | +13.9% |
| 3M | +11.8% | +4.5% | +7.3% | +8.7% |
| 6M | +16.1% | +11.0% | +5.1% | +8.4% |
| YTD | +46.9% | +5.9% | +41.0% | +39.9% |
| 1Y | +53.3% | +14.6% | +38.7% | +39.6% |
| 3Y | +54.9% | +96.7% | -41.8% | +1.4% |
| 5Y | +225.7% | +15.6% | +210.1% | +172.4% |
| 10Y | +170.7% | +98.6% | +72.1% | +53.4% |
| All | +170.7% | +100.2% | +70.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling