+889.2%
XLV vs TD
+4,116.7%
-3,227.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -0.5% | -3.0% | -3.4% |
| 30D | -1.8% | -1.9% | +0.1% | -1.3% |
| 3M | +7.8% | +4.8% | +3.0% | +5.8% |
| 6M | +9.1% | +28.0% | -18.9% | -0.3% |
| YTD | +7.7% | +30.3% | -22.6% | -2.3% |
| 1Y | +20.4% | +59.8% | -39.4% | +1.5% |
| 3Y | +30.8% | +124.7% | -93.9% | -3.2% |
| 5Y | +34.6% | +127.0% | -92.3% | -1.8% |
| 10Y | +173.4% | +303.2% | -129.8% | +59.6% |
| All | +889.2% | +4,116.7% | -3,227.4% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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