+48.3%
XLE vs TMF
-15.2%
+63.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +1.8% |
| 30D | +11.8% | -2.8% | +14.6% | +11.0% |
| 3M | +9.8% | -10.9% | +20.7% | +7.0% |
| 6M | +15.6% | -21.3% | +36.9% | +11.1% |
| YTD | +45.3% | -15.9% | +61.1% | +41.0% |
| 1Y | +48.3% | -15.7% | +64.0% | +43.3% |
| All | +48.3% | -15.2% | +63.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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