+215.2%
XLY vs TMF
-86.4%
+301.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -5.1% | +3.4% | -1.9% |
| 30D | -4.2% | -4.6% | +0.4% | -4.3% |
| 3M | -2.7% | -16.6% | +13.9% | -3.2% |
| 6M | -0.6% | -19.9% | +19.2% | -1.4% |
| YTD | -5.0% | -20.2% | +15.1% | -5.7% |
| 1Y | -4.1% | -27.7% | +23.6% | -5.1% |
| 3Y | +33.6% | -43.9% | +77.5% | +31.1% |
| 5Y | +28.7% | -88.4% | +117.1% | +7.5% |
| All | +215.2% | -86.4% | +301.6% | +189.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling