+69.8%
XLI vs TFC
+91.9%
-22.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -6.9% | -2.3% | -4.6% | -6.2% |
| 3M | -1.9% | +2.5% | -4.4% | -3.1% |
| 6M | +1.0% | +9.5% | -8.5% | -2.8% |
| YTD | +11.3% | +5.1% | +6.3% | +8.5% |
| 1Y | +15.8% | +15.5% | +0.3% | +8.7% |
| All | +69.8% | +91.9% | -22.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling