+422.3%
XLF vs TFC
+269.9%
+152.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +2.4% | -2.4% | -1.6% |
| 30D | +0.2% | -1.3% | +1.5% | +1.0% |
| 3M | +11.7% | +6.1% | +5.7% | +6.8% |
| 6M | +13.8% | +7.3% | +6.5% | +7.4% |
| YTD | +7.0% | +8.2% | -1.2% | +0.2% |
| 1Y | +9.1% | +14.4% | -5.3% | -2.0% |
| 3Y | +75.6% | +93.7% | -18.1% | +4.8% |
| 5Y | +66.4% | +16.4% | +50.0% | +32.1% |
| 10Y | +250.3% | +101.6% | +148.7% | +68.1% |
| All | +422.3% | +269.9% | +152.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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