+218.0%
XLE vs TMF
-87.5%
+305.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.1% |
| 30D | +11.8% | -2.8% | +14.6% | +11.6% |
| 3M | +9.8% | -10.9% | +20.7% | +9.1% |
| 6M | +15.6% | -21.3% | +36.9% | +14.2% |
| YTD | +45.3% | -15.9% | +61.1% | +44.1% |
| 1Y | +48.3% | -15.7% | +64.0% | +47.2% |
| 3Y | +55.4% | -43.4% | +98.8% | +51.7% |
| All | +218.0% | -87.5% | +305.5% | +167.7% |
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