+75.2%
XLF vs TMF
-42.4%
+117.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | -0.5% | -1.8% | +1.3% | -0.5% |
| 3M | +10.6% | -8.2% | +18.9% | +11.0% |
| 6M | +14.3% | -19.5% | +33.8% | +15.1% |
| YTD | +5.5% | -16.0% | +21.5% | +6.1% |
| 1Y | +9.6% | -22.5% | +32.1% | +10.5% |
| 3Y | +75.2% | -42.3% | +117.4% | +76.4% |
| All | +75.2% | -42.4% | +117.5% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling