+46.3%
XLU vs TFC
+92.8%
-46.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | -3.3% | -3.4% | +0.1% | -2.7% |
| 3M | -3.2% | +0.4% | -3.6% | -3.4% |
| 6M | -7.0% | +12.7% | -19.6% | -9.2% |
| YTD | +0.6% | +5.6% | -5.0% | -0.9% |
| 1Y | +2.4% | +16.0% | -13.6% | -1.2% |
| 3Y | +46.3% | +94.0% | -47.7% | +18.1% |
| All | +46.3% | +92.8% | -46.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling