+120.8%
XYL vs TMF
-83.0%
+203.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.1% | +0.6% | +1.5% | +2.1% |
| 30D | -3.4% | +16.3% | -19.7% | -2.5% |
| 3M | -17.2% | -2.7% | -14.5% | -17.4% |
| 6M | -12.0% | -13.2% | +1.1% | -12.9% |
| YTD | -26.3% | -16.7% | -9.6% | -27.2% |
| 1Y | -33.5% | -22.7% | -10.8% | -34.6% |
| 3Y | +6.4% | -26.1% | +32.5% | +5.6% |
| 5Y | -20.9% | -88.4% | +67.5% | -40.6% |
| 10Y | +120.8% | -81.8% | +202.7% | +96.6% |
| All | +120.8% | -83.0% | +203.9% | +96.6% |
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 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