+32.9%
XLV vs TFC
+20.8%
+12.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.4% |
| 7D | +5.5% | +5.1% | +0.5% | +4.4% |
| 30D | +13.3% | +9.8% | +3.5% | +11.2% |
| 3M | +17.4% | -2.4% | +19.9% | +17.7% |
| 6M | +32.1% | +4.9% | +27.2% | +30.3% |
| YTD | +24.0% | +6.6% | +17.5% | +18.8% |
| 1Y | +32.9% | +21.3% | +11.6% | +18.8% |
| All | +32.9% | +20.8% | +12.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling