+794.8%
XLF vs TMF
-70.3%
+865.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.0% | -3.4% | +2.4% | -1.6% |
| 30D | +6.5% | +11.5% | -5.0% | +8.7% |
| 3M | +1.8% | -4.5% | +6.3% | +1.0% |
| 6M | +15.4% | -15.0% | +30.3% | +12.2% |
| YTD | +8.4% | -19.9% | +28.2% | +4.4% |
| 1Y | +11.9% | -26.6% | +38.5% | +6.1% |
| 3Y | +81.1% | -29.8% | +111.0% | +74.8% |
| 5Y | +59.5% | -88.2% | +147.7% | +5.9% |
| 10Y | +225.2% | -81.4% | +306.6% | +177.3% |
| All | +794.8% | -70.3% | +865.1% | +934.7% |
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