+42.0%
XLP vs TFC
-2.5%
+44.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +10.3% | +8.3% | +1.9% | +9.0% |
| 3M | +6.5% | -5.2% | +11.7% | +7.3% |
| 6M | +8.4% | -0.8% | +9.2% | +8.4% |
| YTD | +18.2% | +3.4% | +14.8% | +17.3% |
| 1Y | +22.4% | +17.0% | +5.4% | +19.4% |
| 3Y | +41.9% | +86.2% | -44.3% | +27.7% |
| All | +42.0% | -2.5% | +44.5% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling