+631.5%
XLU vs TFC
+260.9%
+370.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | -3.3% | -3.4% | +0.1% | -2.6% |
| 3M | -3.2% | +0.4% | -3.6% | -3.4% |
| 6M | -7.0% | +12.7% | -19.6% | -9.6% |
| YTD | +0.6% | +5.6% | -5.0% | -1.0% |
| 1Y | +2.4% | +16.0% | -13.6% | -1.4% |
| 3Y | +46.3% | +94.0% | -47.7% | +24.0% |
| 5Y | +44.0% | +16.2% | +27.8% | +32.9% |
| 10Y | +140.1% | +98.2% | +41.9% | +86.2% |
| All | +631.5% | +260.9% | +370.5% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling