+61.6%
XLU vs TMF
-32.2%
+93.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +2.1% | -9.3% | +11.4% | +3.4% |
| 30D | +5.6% | +1.9% | +3.6% | +5.3% |
| 3M | +0.7% | -11.2% | +12.0% | +2.2% |
| 6M | -0.1% | -17.7% | +17.7% | +2.3% |
| YTD | +5.3% | -24.5% | +29.8% | +8.8% |
| 1Y | +2.2% | -29.4% | +31.6% | +6.4% |
| 3Y | +61.6% | -33.4% | +95.0% | +64.8% |
| All | +61.6% | -32.2% | +93.9% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling