+288.7%
T vs XLV
+899.8%
-611.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.9% |
| 7D | -2.4% | -4.4% | +1.9% | +0.4% |
| 30D | +4.3% | -1.4% | +5.7% | +5.1% |
| 3M | +11.6% | +8.9% | +2.7% | +5.5% |
| 6M | -5.6% | +9.1% | -14.7% | -11.2% |
| YTD | +6.6% | +7.9% | -1.4% | +0.7% |
| 1Y | -8.4% | +22.7% | -31.1% | -20.5% |
| 3Y | +107.8% | +31.9% | +75.9% | +70.2% |
| 5Y | +68.3% | +34.9% | +33.4% | +34.6% |
| 10Y | +71.1% | +173.9% | -102.7% | -15.4% |
| All | +288.7% | +899.8% | -611.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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