+3.6%
XLY vs TMF
-23.9%
+27.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.7% |
| 7D | +6.1% | +4.0% | +2.1% | +5.1% |
| 30D | +10.8% | +19.5% | -8.7% | +6.2% |
| 3M | +3.6% | -3.5% | +7.2% | +4.4% |
| 6M | +4.4% | -10.6% | +14.9% | +6.7% |
| YTD | +3.1% | -17.1% | +20.1% | +6.4% |
| 1Y | +3.6% | -24.3% | +27.8% | +7.0% |
| All | +3.6% | -23.9% | +27.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling