+149.9%
XLE vs TMF
-88.0%
+237.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -12.0% | +1.2% | -13.2% | -11.9% |
| 30D | -2.7% | +19.7% | -22.5% | -1.6% |
| 3M | +6.6% | -2.1% | +8.7% | +6.5% |
| 6M | +9.5% | -13.4% | +23.0% | +8.8% |
| YTD | +40.6% | -16.7% | +57.3% | +39.5% |
| 1Y | +43.6% | -23.3% | +66.9% | +41.9% |
| 3Y | +58.1% | -24.8% | +82.9% | +57.7% |
| All | +149.9% | -88.0% | +237.9% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling