-21.8%
XYL vs TMF
-88.0%
+66.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.9% | +1.2% | +4.7% | +5.8% |
| 30D | -3.9% | +19.7% | -23.7% | -5.1% |
| 3M | -18.7% | -2.1% | -16.6% | -18.6% |
| 6M | -16.9% | -13.4% | -3.4% | -16.2% |
| YTD | -27.4% | -16.7% | -10.6% | -26.7% |
| 1Y | -34.0% | -23.3% | -10.7% | -33.1% |
| 3Y | +5.6% | -24.8% | +30.4% | +6.2% |
| All | -21.8% | -88.0% | +66.2% | -24.2% |
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