+896.5%
XLV vs TFC
+259.1%
+637.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | -1.1% | -2.3% | +1.2% | -0.6% |
| 3M | +8.2% | +2.5% | +5.8% | +7.4% |
| 6M | +8.9% | +9.5% | -0.6% | +6.2% |
| YTD | +8.5% | +5.1% | +3.5% | +6.7% |
| 1Y | +22.3% | +15.5% | +6.8% | +17.4% |
| 3Y | +32.6% | +95.2% | -62.5% | +9.9% |
| 5Y | +34.4% | +14.5% | +19.9% | +23.5% |
| 10Y | +175.4% | +97.2% | +78.2% | +107.4% |
| All | +896.5% | +259.1% | +637.4% | +443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling