+34.1%
XLP vs TMF
-87.5%
+121.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -0.9% | -2.8% | +2.0% | -0.8% |
| 3M | +3.8% | -10.9% | +14.7% | +4.3% |
| 6M | -1.7% | -21.3% | +19.6% | -0.8% |
| YTD | +10.3% | -15.9% | +26.1% | +11.0% |
| 1Y | +7.8% | -15.7% | +23.5% | +8.4% |
| 3Y | +27.2% | -43.4% | +70.6% | +28.7% |
| All | +34.1% | -87.5% | +121.6% | +33.9% |
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