+42.7%
XLP vs TMF
-87.8%
+130.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +3.5% | +2.7% | +0.8% | +3.4% |
| 30D | +11.6% | +19.3% | -7.8% | +10.7% |
| 3M | +7.6% | -3.7% | +11.3% | +7.7% |
| 6M | +10.0% | -11.3% | +21.3% | +10.5% |
| YTD | +19.7% | -16.6% | +36.3% | +20.5% |
| 1Y | +23.5% | -21.1% | +44.6% | +24.5% |
| 3Y | +44.0% | -26.8% | +70.8% | +44.9% |
| 5Y | +42.7% | -88.0% | +130.7% | +41.3% |
| All | +42.7% | -87.8% | +130.5% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling