+127.4%
TLT vs XLV
+854.4%
-726.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.6% | -3.6% | +1.9% | -2.3% |
| 30D | -1.1% | -1.8% | +0.7% | -1.5% |
| 3M | -4.9% | +7.8% | -12.6% | -3.4% |
| 6M | -5.0% | +9.1% | -14.1% | -3.3% |
| YTD | -4.4% | +7.7% | -12.1% | -2.9% |
| 1Y | -6.4% | +20.4% | -26.8% | -2.7% |
| 3Y | -2.0% | +30.8% | -32.8% | +3.9% |
| 5Y | -35.0% | +34.6% | -69.6% | -30.3% |
| 10Y | -20.7% | +173.4% | -194.0% | +5.5% |
| All | +127.4% | +854.4% | -726.9% | +331.3% |
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