+432.8%
XYL vs TMF
-75.4%
+508.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -5.0% | -1.4% | -3.6% | -5.2% |
| 30D | -13.2% | -2.8% | -10.4% | -13.4% |
| 3M | -3.7% | -10.9% | +7.2% | -4.7% |
| 6M | -17.7% | -21.3% | +3.6% | -19.5% |
| YTD | -21.5% | -15.9% | -5.6% | -22.7% |
| 1Y | -24.5% | -15.7% | -8.8% | -25.6% |
| 3Y | +6.9% | -43.4% | +50.3% | +2.4% |
| 5Y | -18.1% | -87.8% | +69.7% | -37.1% |
| 10Y | +134.7% | -86.7% | +221.5% | +98.7% |
| All | +432.8% | -75.4% | +508.2% | +419.0% |
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 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