+217.7%
XLF vs TMF
-82.1%
+299.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.6% |
| 7D | +2.7% | -9.3% | +11.9% | +1.5% |
| 30D | +7.6% | +1.9% | +5.7% | +7.9% |
| 3M | +1.1% | -11.2% | +12.3% | -0.3% |
| 6M | +15.9% | -17.7% | +33.6% | +13.2% |
| YTD | +8.4% | -24.5% | +32.9% | +4.9% |
| 1Y | +12.5% | -29.4% | +41.9% | +7.9% |
| 3Y | +81.6% | -33.4% | +115.0% | +76.5% |
| 5Y | +59.3% | -88.7% | +148.0% | +7.3% |
| All | +217.7% | -82.1% | +299.8% | +176.9% |
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