+78.8%
XLV vs TE
-52.9%
+131.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -1.8% | -5.9% | +4.1% | -1.8% |
| 3M | +7.8% | -45.6% | +53.4% | +8.6% |
| 6M | +9.1% | -43.4% | +52.5% | +9.3% |
| YTD | +7.7% | -31.0% | +38.7% | +6.9% |
| 1Y | +20.4% | +145.2% | -124.8% | +13.5% |
| 3Y | +30.8% | -24.1% | +54.8% | +25.2% |
| 5Y | +34.6% | -48.1% | +82.8% | +28.8% |
| All | +78.8% | -52.9% | +131.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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