+1,096.1%
XLY vs TFC
+260.4%
+835.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -3.9% | -2.5% | -1.4% | -2.9% |
| 30D | -6.1% | -2.8% | -3.3% | -5.1% |
| 3M | -1.2% | +2.1% | -3.3% | -2.3% |
| 6M | -1.8% | +10.1% | -11.9% | -5.9% |
| YTD | -5.9% | +5.4% | -11.3% | -8.5% |
| 1Y | -3.1% | +16.3% | -19.4% | -9.5% |
| 3Y | +36.0% | +95.9% | -59.9% | +1.7% |
| 5Y | +27.6% | +16.0% | +11.6% | +13.8% |
| 10Y | +216.8% | +97.9% | +118.9% | +108.9% |
| All | +1,096.1% | +260.4% | +835.6% | +379.0% |
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