+1,008.2%
XLI vs TMF
-69.2%
+1,077.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.4% |
| 30D | -0.2% | +16.3% | -16.5% | +1.9% |
| 3M | -8.6% | -2.7% | -5.9% | -8.8% |
| 6M | -2.0% | -13.2% | +11.2% | -3.7% |
| YTD | +9.7% | -16.7% | +26.4% | +7.3% |
| 1Y | +11.4% | -22.7% | +34.1% | +7.8% |
| 3Y | +74.2% | -26.1% | +100.3% | +71.0% |
| 5Y | +70.0% | -88.4% | +158.4% | +23.3% |
| 10Y | +235.2% | -81.8% | +317.1% | +193.2% |
| All | +1,008.2% | -69.2% | +1,077.3% | +1,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling