+250.2%
XLI vs TFC
+98.5%
+151.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.3% | -2.5% | +0.2% | -1.3% |
| 30D | -8.2% | -2.8% | -5.3% | -7.1% |
| 3M | +0.8% | +2.1% | -1.4% | -0.5% |
| 6M | +0.8% | +10.1% | -9.3% | -3.6% |
| YTD | +10.5% | +5.4% | +5.1% | +7.3% |
| 1Y | +14.1% | +16.3% | -2.2% | +6.1% |
| 3Y | +68.6% | +95.9% | -27.3% | +22.7% |
| 5Y | +80.4% | +16.0% | +64.4% | +59.0% |
| All | +250.2% | +98.5% | +151.7% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling