+377.1%
XLE vs TMF
-69.1%
+446.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -2.9% |
| 7D | -10.3% | +2.7% | -13.0% | -9.8% |
| 30D | -3.3% | +19.3% | -22.6% | 0.0% |
| 3M | +8.2% | -3.7% | +11.8% | +7.7% |
| 6M | +5.0% | -11.3% | +16.4% | +3.3% |
| YTD | +40.6% | -16.6% | +57.2% | +37.1% |
| 1Y | +45.0% | -21.1% | +66.1% | +40.1% |
| 3Y | +56.3% | -26.8% | +83.1% | +53.3% |
| 5Y | +152.2% | -88.0% | +240.3% | +75.5% |
| 10Y | +173.0% | -84.7% | +257.7% | +124.5% |
| All | +377.1% | -69.1% | +446.2% | +443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling