+251.6%
XLF vs TMF
-86.2%
+337.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.6% |
| 7D | -1.0% | -0.9% | -0.2% | -1.2% |
| 30D | -1.3% | -1.0% | -0.3% | -1.4% |
| 3M | +9.1% | -11.3% | +20.4% | +7.5% |
| 6M | +14.4% | -22.7% | +37.1% | +10.7% |
| YTD | +5.1% | -17.3% | +22.4% | +2.7% |
| 1Y | +8.6% | -22.5% | +31.1% | +5.4% |
| 3Y | +74.4% | -43.2% | +117.7% | +64.3% |
| 5Y | +64.4% | -88.3% | +152.7% | +10.3% |
| 10Y | +251.6% | -86.0% | +337.6% | +192.2% |
| All | +251.6% | -86.2% | +337.8% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling