+41.0%
XLE vs TFC
+16.9%
+24.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | -7.9% | +0.3% | -8.2% | -7.8% |
| 30D | -4.8% | +9.2% | -14.0% | -4.4% |
| 3M | +8.4% | -2.9% | +11.3% | +8.3% |
| 6M | +12.7% | +3.5% | +9.2% | +13.4% |
| YTD | +41.3% | +5.4% | +35.8% | +40.7% |
| All | +41.0% | +16.9% | +24.1% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling