+988.3%
XLE vs TFC
+253.6%
+734.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -12.0% | +1.2% | -13.2% | -12.5% |
| 30D | -2.7% | +8.3% | -11.1% | -6.0% |
| 3M | +6.6% | -5.2% | +11.8% | +8.5% |
| 6M | +9.5% | -0.8% | +10.3% | +8.9% |
| YTD | +40.6% | +3.4% | +37.1% | +36.3% |
| 1Y | +43.6% | +17.0% | +26.6% | +32.4% |
| 3Y | +58.1% | +86.2% | -28.1% | +18.3% |
| 5Y | +152.2% | -2.3% | +154.5% | +135.2% |
| 10Y | +172.9% | +93.9% | +79.0% | +91.7% |
| All | +988.3% | +253.6% | +734.7% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling