+508.9%
XLP vs TFC
+269.9%
+239.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | -0.9% | -1.3% | +0.4% | -0.6% |
| 3M | +3.8% | +6.1% | -2.3% | +2.5% |
| 6M | -1.7% | +7.3% | -9.1% | -3.4% |
| YTD | +10.3% | +8.2% | +2.1% | +8.0% |
| 1Y | +7.8% | +14.4% | -6.6% | +4.3% |
| 3Y | +27.2% | +93.7% | -66.5% | +8.5% |
| 5Y | +32.5% | +16.4% | +16.1% | +22.8% |
| 10Y | +101.8% | +101.6% | +0.2% | +57.0% |
| All | +508.9% | +269.9% | +239.1% | +244.4% |
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 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