+57.9%
XLF vs TMF
-88.4%
+146.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +6.0% | +16.3% | -10.4% | +5.8% |
| 3M | +1.0% | -2.7% | +3.7% | +1.0% |
| 6M | +14.0% | -13.2% | +27.1% | +14.0% |
| YTD | +7.2% | -16.7% | +23.9% | +7.2% |
| 1Y | +11.6% | -22.7% | +34.3% | +11.6% |
| 3Y | +81.2% | -26.1% | +107.3% | +81.0% |
| 5Y | +57.9% | -88.4% | +146.3% | +31.5% |
| All | +57.9% | -88.4% | +146.3% | +31.5% |
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