+10.8%
XLI vs TMF
-22.6%
+33.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -0.2% | +16.3% | -16.5% | -3.2% |
| 3M | -8.6% | -2.7% | -5.9% | -8.0% |
| 6M | -2.0% | -13.2% | +11.2% | +0.8% |
| YTD | +9.7% | -16.7% | +26.4% | +13.3% |
| All | +10.8% | -22.6% | +33.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling