-14.3%
XYL vs TMF
-87.6%
+73.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -9.2% | -1.8% | -7.4% | -9.1% |
| 3M | -0.3% | -8.2% | +8.0% | +0.2% |
| 6M | -11.0% | -19.5% | +8.5% | -9.9% |
| YTD | -19.2% | -16.0% | -3.2% | -18.4% |
| 1Y | -21.2% | -22.5% | +1.3% | -20.1% |
| 3Y | +18.6% | -42.3% | +60.9% | +20.6% |
| 5Y | -14.3% | -87.7% | +73.4% | -15.0% |
| All | -14.3% | -87.6% | +73.3% | -15.0% |
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 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