+176.5%
XLE vs TFC
+77.1%
+99.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.9% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | -4.3% | +8.6% | -12.9% | -8.4% |
| 3M | +6.0% | -4.3% | +10.4% | +7.9% |
| 6M | +13.2% | +5.4% | +7.8% | +8.9% |
| YTD | +46.7% | +4.5% | +42.2% | +40.2% |
| 1Y | +46.6% | +14.0% | +32.6% | +33.7% |
| 3Y | +69.6% | +93.4% | -23.8% | +12.5% |
| 5Y | +166.5% | +0.5% | +166.1% | +143.3% |
| All | +176.5% | +77.1% | +99.4% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling