+43.8%
XLU vs TMF
-88.0%
+131.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -0.4% | -1.0% | +0.5% | -0.4% |
| 3M | -1.7% | -11.3% | +9.5% | -0.7% |
| 6M | -7.1% | -22.7% | +15.6% | -5.0% |
| YTD | +1.9% | -17.3% | +19.3% | +3.6% |
| 1Y | +6.1% | -22.5% | +28.6% | +8.4% |
| 3Y | +48.8% | -43.2% | +92.0% | +53.2% |
| 5Y | +43.8% | -88.3% | +132.1% | +54.3% |
| All | +43.8% | -88.0% | +131.8% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling