+12.2%
XYL vs TMF
-42.2%
+54.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -5.0% | -1.4% | -3.6% | -4.9% |
| 30D | -13.2% | -2.8% | -10.4% | -13.0% |
| 3M | -3.7% | -10.9% | +7.2% | -2.9% |
| 6M | -17.7% | -21.3% | +3.6% | -16.3% |
| YTD | -21.5% | -15.9% | -5.6% | -20.6% |
| 1Y | -24.5% | -15.7% | -8.8% | -23.7% |
| All | +12.2% | -42.2% | +54.4% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling