+34.9%
XLV vs TMF
-88.5%
+123.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.4% |
| 7D | -4.4% | -4.8% | +0.4% | -4.2% |
| 30D | -1.4% | -4.9% | +3.5% | -1.2% |
| 3M | +8.9% | -13.4% | +22.3% | +9.5% |
| 6M | +9.1% | -23.0% | +32.1% | +10.3% |
| YTD | +7.9% | -20.2% | +28.1% | +9.0% |
| 1Y | +22.7% | -26.5% | +49.2% | +24.3% |
| 3Y | +31.9% | -45.2% | +77.1% | +33.7% |
| 5Y | +34.9% | -88.4% | +123.3% | +33.4% |
| All | +34.9% | -88.5% | +123.4% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling