+41.9%
XLP vs TMF
-25.3%
+67.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +10.3% | +19.7% | -9.5% | +8.7% |
| 3M | +6.5% | -2.1% | +8.6% | +6.6% |
| 6M | +8.4% | -13.4% | +21.8% | +9.3% |
| YTD | +18.2% | -16.7% | +34.9% | +19.4% |
| 1Y | +22.4% | -23.3% | +45.8% | +24.4% |
| 3Y | +41.9% | -24.8% | +66.7% | +46.3% |
| All | +41.9% | -25.3% | +67.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling