+141.0%
XYL vs TMF
-86.8%
+227.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +2.9% |
| 7D | +1.8% | +1.0% | +0.8% | +1.9% |
| 30D | -9.2% | -1.8% | -7.4% | -9.3% |
| 3M | -0.3% | -8.2% | +8.0% | -0.8% |
| 6M | -11.0% | -19.5% | +8.5% | -12.2% |
| YTD | -19.2% | -16.0% | -3.2% | -20.1% |
| 1Y | -21.2% | -22.5% | +1.3% | -22.5% |
| 3Y | +18.6% | -42.3% | +60.9% | +14.9% |
| 5Y | -14.3% | -87.7% | +73.4% | -34.3% |
| 10Y | +141.0% | -86.5% | +227.5% | +124.8% |
| All | +141.0% | -86.8% | +227.8% | +124.8% |
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