+783.6%
XLF vs TMF
-68.9%
+852.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.7% |
| 7D | 0.0% | -1.4% | +1.4% | -0.3% |
| 30D | +0.2% | -2.8% | +3.0% | -0.3% |
| 3M | +11.7% | -10.9% | +22.6% | +9.5% |
| 6M | +13.8% | -21.3% | +35.1% | +9.1% |
| YTD | +7.0% | -15.9% | +22.9% | +3.9% |
| 1Y | +9.1% | -15.7% | +24.9% | +6.3% |
| 3Y | +75.6% | -43.4% | +119.0% | +62.2% |
| 5Y | +66.4% | -87.8% | +154.2% | +11.6% |
| 10Y | +250.3% | -86.7% | +337.0% | +175.0% |
| All | +783.6% | -68.9% | +852.4% | +930.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling