+167.2%
XLE vs TMF
-84.4%
+251.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -12.0% | +1.2% | -13.2% | -11.8% |
| 30D | -2.7% | +19.7% | -22.5% | +0.1% |
| 3M | +6.6% | -2.1% | +8.7% | +6.5% |
| 6M | +9.5% | -13.4% | +23.0% | +7.6% |
| YTD | +40.6% | -16.7% | +57.3% | +37.7% |
| 1Y | +43.6% | -23.3% | +66.9% | +39.0% |
| 3Y | +58.1% | -24.8% | +82.9% | +56.8% |
| 5Y | +152.2% | -88.0% | +240.2% | +74.6% |
| All | +167.2% | -84.4% | +251.6% | +109.0% |
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