+20.4%
XLV vs TMF
-26.8%
+47.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -5.1% | +1.5% | -2.8% |
| 30D | -1.8% | -4.6% | +2.8% | -1.2% |
| 3M | +7.8% | -16.6% | +24.4% | +10.3% |
| 6M | +9.1% | -19.9% | +29.0% | +12.2% |
| YTD | +7.7% | -20.2% | +27.9% | +11.2% |
| 1Y | +20.4% | -27.7% | +48.1% | +26.4% |
| All | +20.4% | -26.8% | +47.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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