+27.6%
XLY vs TMF
-88.5%
+116.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -3.9% | -4.8% | +0.9% | -3.6% |
| 30D | -6.1% | -4.9% | -1.2% | -5.8% |
| 3M | -1.2% | -13.4% | +12.3% | -0.4% |
| 6M | -1.8% | -23.0% | +21.3% | -0.5% |
| YTD | -5.9% | -20.2% | +14.3% | -4.8% |
| 1Y | -3.1% | -26.5% | +23.4% | -1.7% |
| 3Y | +36.0% | -45.2% | +81.1% | +37.9% |
| 5Y | +27.6% | -88.4% | +116.0% | +16.6% |
| All | +27.6% | -88.5% | +116.1% | +16.6% |
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