+166.9%
XLE vs TFC
+1.3%
+165.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +5.4% | +2.3% | +3.2% | +4.7% |
| 30D | -3.9% | +10.8% | -14.8% | -6.9% |
| 3M | +7.0% | -3.8% | +10.8% | +8.0% |
| 6M | +14.2% | +9.6% | +4.6% | +10.4% |
| YTD | +48.2% | +5.8% | +42.4% | +43.9% |
| 1Y | +47.7% | +16.2% | +31.5% | +38.9% |
| 3Y | +70.0% | +96.0% | -26.0% | +34.4% |
| All | +166.9% | +1.3% | +165.7% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling