+522.1%
XLU vs TMF
-71.6%
+593.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | +1.2% | -8.2% | +9.3% | +1.0% |
| 30D | +4.6% | +5.3% | -0.7% | +4.7% |
| 3M | +0.7% | -8.5% | +9.1% | +0.5% |
| 6M | -1.7% | -17.2% | +15.5% | -2.0% |
| YTD | +4.8% | -23.4% | +28.2% | +4.3% |
| 1Y | +0.2% | -30.2% | +30.5% | -0.4% |
| 3Y | +58.9% | -32.9% | +91.8% | +58.4% |
| 5Y | +52.8% | -88.5% | +141.3% | +40.6% |
| 10Y | +160.9% | -82.2% | +243.1% | +146.9% |
| All | +522.1% | -71.6% | +593.7% | +583.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling