+252.4%
XLI vs TMF
-86.8%
+339.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.0% | +1.0% | 0.0% | +1.1% |
| 30D | -5.8% | -1.8% | -4.0% | -5.9% |
| 3M | +0.7% | -8.2% | +8.9% | 0.0% |
| 6M | +3.2% | -19.5% | +22.7% | +1.4% |
| YTD | +13.0% | -16.0% | +29.0% | +11.5% |
| 1Y | +16.8% | -22.5% | +39.3% | +14.5% |
| 3Y | +72.4% | -42.3% | +114.7% | +66.1% |
| 5Y | +82.8% | -87.7% | +170.5% | +39.8% |
| 10Y | +252.4% | -86.5% | +339.0% | +214.7% |
| All | +252.4% | -86.8% | +339.3% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling