+1,024.7%
XLE vs TFC
+269.9%
+754.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +2.2% | +2.4% | -0.2% | +1.2% |
| 30D | +11.8% | -1.3% | +13.1% | +12.2% |
| 3M | +9.8% | +6.1% | +3.8% | +6.8% |
| 6M | +15.6% | +7.3% | +8.2% | +11.1% |
| YTD | +45.3% | +8.2% | +37.1% | +38.8% |
| 1Y | +48.3% | +14.4% | +33.9% | +38.2% |
| 3Y | +55.4% | +93.7% | -38.3% | +14.2% |
| 5Y | +216.1% | +16.4% | +199.7% | +175.2% |
| 10Y | +178.4% | +101.6% | +76.8% | +93.0% |
| All | +1,024.7% | +269.9% | +754.8% | +489.1% |
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 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