+34.0%
XLV vs TLN
+574.4%
-540.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | -1.3% | -2.2% | -3.5% |
| 30D | -1.8% | -14.3% | +12.5% | -1.7% |
| 3M | +7.8% | -9.3% | +17.1% | +7.7% |
| 6M | +9.1% | -1.1% | +10.2% | +8.7% |
| YTD | +7.7% | -16.6% | +24.3% | +7.6% |
| 1Y | +20.4% | -22.0% | +42.4% | +20.4% |
| 3Y | +30.8% | +470.2% | -439.4% | +18.4% |
| All | +34.0% | +574.4% | -540.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling