+65.5%
XLF vs TMF
-87.6%
+153.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | -0.5% | -1.8% | +1.3% | -0.5% |
| 3M | +10.6% | -8.2% | +18.9% | +10.6% |
| 6M | +14.3% | -19.5% | +33.8% | +14.2% |
| YTD | +5.5% | -16.0% | +21.5% | +5.5% |
| 1Y | +9.6% | -22.5% | +32.1% | +9.5% |
| 3Y | +75.2% | -42.3% | +117.4% | +73.8% |
| 5Y | +65.5% | -87.7% | +153.2% | +41.9% |
| All | +65.5% | -87.6% | +153.2% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling