+163.9%
XLE vs TMF
-83.0%
+246.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -7.9% | +0.6% | -8.5% | -7.8% |
| 30D | -4.8% | +16.3% | -21.1% | -2.4% |
| 3M | +8.4% | -2.7% | +11.1% | +8.1% |
| 6M | +12.7% | -13.2% | +25.8% | +10.8% |
| YTD | +41.3% | -16.7% | +58.0% | +38.4% |
| 1Y | +42.3% | -22.7% | +65.0% | +37.9% |
| 3Y | +65.1% | -26.1% | +91.2% | +63.0% |
| 5Y | +150.2% | -88.4% | +238.6% | +71.2% |
| 10Y | +163.9% | -81.8% | +245.8% | +109.7% |
| All | +163.9% | -83.0% | +246.9% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling