+136.6%
XLU vs TMF
-86.4%
+223.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | -1.2% | -4.8% | +3.6% | -1.1% |
| 30D | -2.5% | -4.9% | +2.4% | -2.4% |
| 3M | -2.7% | -13.4% | +10.7% | -2.5% |
| 6M | -7.5% | -23.0% | +15.6% | -7.0% |
| YTD | +0.9% | -20.2% | +21.1% | +1.4% |
| 1Y | +3.3% | -26.5% | +29.8% | +3.9% |
| 3Y | +47.3% | -45.2% | +92.5% | +47.8% |
| 5Y | +44.4% | -88.4% | +132.8% | +36.2% |
| All | +136.6% | -86.4% | +223.0% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling