+163.9%
XLE vs TFC
+90.1%
+73.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.4% |
| 7D | -7.9% | +0.3% | -8.2% | -8.1% |
| 30D | -4.8% | +9.2% | -14.0% | -9.2% |
| 3M | +8.4% | -2.9% | +11.3% | +9.4% |
| 6M | +12.7% | +3.5% | +9.2% | +9.3% |
| YTD | +41.3% | +5.4% | +35.8% | +34.4% |
| 1Y | +42.3% | +17.3% | +25.0% | +27.9% |
| 3Y | +65.1% | +96.7% | -31.6% | +8.6% |
| 5Y | +150.2% | -1.1% | +151.3% | +131.2% |
| 10Y | +163.9% | +84.7% | +79.2% | +60.4% |
| All | +163.9% | +90.1% | +73.9% | +60.4% |
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 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