+64.1%
XLI vs TMF
-88.0%
+152.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.8% | +1.2% | -4.0% | -2.9% |
| 30D | -3.1% | +19.7% | -22.8% | -3.6% |
| 3M | -11.7% | -2.1% | -9.6% | -11.7% |
| 6M | -7.6% | -13.4% | +5.9% | -7.2% |
| YTD | +5.7% | -16.7% | +22.4% | +6.1% |
| 1Y | +7.8% | -23.3% | +31.2% | +8.4% |
| 3Y | +67.4% | -24.8% | +92.2% | +67.7% |
| All | +64.1% | -88.0% | +152.1% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling