+561.3%
XLP vs TFC
+256.9%
+304.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.3% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +11.6% | +7.8% | +3.8% | +9.9% |
| 3M | +7.6% | -4.8% | +12.4% | +8.6% |
| 6M | +10.0% | +1.8% | +8.2% | +9.4% |
| YTD | +19.7% | +4.4% | +15.3% | +18.1% |
| 1Y | +23.5% | +18.0% | +5.5% | +18.8% |
| 3Y | +44.0% | +85.2% | -41.2% | +24.1% |
| 5Y | +42.7% | -1.4% | +44.1% | +37.0% |
| 10Y | +131.3% | +95.7% | +35.6% | +81.1% |
| All | +561.3% | +256.9% | +304.4% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling