+227.3%
XLI vs TMF
-81.8%
+309.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -1.2% |
| 7D | +4.3% | -8.2% | +12.5% | +3.6% |
| 30D | +0.5% | +5.3% | -4.9% | +0.9% |
| 3M | -8.6% | -8.5% | -0.1% | -9.2% |
| 6M | -2.3% | -17.2% | +14.9% | -3.7% |
| YTD | +10.1% | -23.4% | +33.5% | +7.9% |
| 1Y | +11.0% | -30.2% | +41.3% | +7.9% |
| 3Y | +72.3% | -32.9% | +105.2% | +69.5% |
| 5Y | +70.8% | -88.5% | +159.4% | +29.3% |
| All | +227.3% | -81.8% | +309.2% | +186.0% |
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