+571.5%
XLP vs TMF
-69.3%
+640.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.5% |
| 7D | +5.9% | +4.0% | +1.9% | +6.1% |
| 30D | +13.5% | +19.5% | -6.0% | +14.5% |
| 3M | +8.4% | -3.5% | +11.9% | +8.2% |
| 6M | +11.5% | -10.6% | +22.1% | +10.9% |
| YTD | +20.6% | -17.1% | +37.7% | +19.6% |
| 1Y | +24.3% | -24.3% | +48.6% | +22.6% |
| 3Y | +45.1% | -27.2% | +72.3% | +44.1% |
| 5Y | +44.6% | -87.6% | +132.2% | +26.7% |
| 10Y | +133.1% | -84.8% | +217.9% | +114.8% |
| All | +571.5% | -69.3% | +640.8% | +613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling