+179.2%
XLE vs TMF
-82.1%
+261.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +0.8% |
| 7D | +5.4% | -9.3% | +14.7% | +3.9% |
| 30D | -3.9% | +1.9% | -5.9% | -3.5% |
| 3M | +7.0% | -11.2% | +18.2% | +5.3% |
| 6M | +14.2% | -17.7% | +31.9% | +11.3% |
| YTD | +48.2% | -24.5% | +72.6% | +43.0% |
| 1Y | +47.7% | -29.4% | +77.1% | +41.1% |
| 3Y | +70.0% | -33.4% | +103.4% | +65.2% |
| 5Y | +169.1% | -88.7% | +257.8% | +84.9% |
| All | +179.2% | -82.1% | +261.3% | +122.3% |
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 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