+174.3%
XLE vs TMF
-86.8%
+261.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.0% |
| 30D | +11.8% | -2.8% | +14.6% | +11.4% |
| 3M | +9.8% | -10.9% | +20.7% | +8.2% |
| 6M | +15.6% | -21.3% | +36.9% | +12.0% |
| YTD | +45.3% | -15.9% | +61.1% | +42.3% |
| 1Y | +48.3% | -15.7% | +64.0% | +45.6% |
| 3Y | +55.4% | -43.4% | +98.8% | +46.5% |
| 5Y | +216.1% | -87.8% | +303.9% | +122.0% |
| All | +174.3% | -86.8% | +261.0% | +123.4% |
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