+166.9%
XLE vs TMF
-88.6%
+255.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +0.9% |
| 7D | +5.4% | -9.3% | +14.7% | +4.7% |
| 30D | -3.9% | +1.9% | -5.9% | -3.8% |
| 3M | +7.0% | -11.2% | +18.2% | +6.3% |
| 6M | +14.2% | -17.7% | +31.9% | +13.0% |
| YTD | +48.2% | -24.5% | +72.6% | +46.0% |
| 1Y | +47.7% | -29.4% | +77.1% | +45.1% |
| 3Y | +70.0% | -33.4% | +103.4% | +68.1% |
| All | +166.9% | -88.6% | +255.5% | +121.1% |
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