+393.1%
XYL vs TMF
-75.7%
+468.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.9% | +1.2% | +4.7% | +6.0% |
| 30D | -3.9% | +19.7% | -23.7% | -2.4% |
| 3M | -18.7% | -2.1% | -16.6% | -18.9% |
| 6M | -16.9% | -13.4% | -3.4% | -18.0% |
| YTD | -27.4% | -16.7% | -10.6% | -28.6% |
| 1Y | -34.0% | -23.3% | -10.7% | -35.6% |
| 3Y | +5.6% | -24.8% | +30.4% | +4.5% |
| 5Y | -20.6% | -88.0% | +67.5% | -39.3% |
| 10Y | +133.4% | -84.7% | +218.1% | +101.9% |
| All | +393.1% | -75.7% | +468.8% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling