+128.8%
XLP vs TFC
+90.1%
+38.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +8.9% | +9.2% | -0.2% | +7.2% |
| 3M | +7.5% | -2.9% | +10.4% | +8.0% |
| 6M | +9.4% | +3.5% | +5.9% | +8.5% |
| YTD | +19.3% | +5.4% | +13.8% | +17.6% |
| 1Y | +21.7% | +17.3% | +4.4% | +17.6% |
| 3Y | +44.0% | +96.7% | -52.7% | +23.9% |
| 5Y | +42.8% | -1.1% | +43.9% | +38.9% |
| 10Y | +128.8% | +84.7% | +44.0% | +102.4% |
| All | +128.8% | +90.1% | +38.7% | +102.4% |
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