+1,117.4%
XLI vs TFC
+269.9%
+847.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +2.4% | -3.5% | -2.0% |
| 30D | -5.9% | -1.3% | -4.6% | -5.5% |
| 3M | -0.3% | +6.1% | -6.3% | -2.8% |
| 6M | +0.1% | +7.3% | -7.2% | -3.0% |
| YTD | +13.6% | +8.2% | +5.4% | +9.5% |
| 1Y | +17.2% | +14.4% | +2.8% | +10.2% |
| 3Y | +68.2% | +93.7% | -25.5% | +26.0% |
| 5Y | +80.7% | +16.4% | +64.3% | +59.3% |
| 10Y | +253.3% | +101.6% | +151.7% | +136.8% |
| All | +1,117.4% | +269.9% | +847.5% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling