+136.2%
XLP vs TFC
+77.1%
+59.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +8.2% | +8.6% | -0.5% | +6.5% |
| 3M | +7.7% | -4.3% | +12.1% | +8.6% |
| 6M | +9.3% | +5.4% | +3.9% | +8.0% |
| YTD | +19.5% | +4.5% | +15.0% | +18.0% |
| 1Y | +21.0% | +14.0% | +7.0% | +17.5% |
| 3Y | +43.2% | +93.4% | -50.1% | +23.6% |
| 5Y | +42.7% | +0.5% | +42.2% | +38.3% |
| All | +136.2% | +77.1% | +59.1% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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