+35.5%
XLV vs TNA
-23.3%
+58.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.6% | -7.3% | +3.7% | -2.7% |
| 30D | -1.8% | -14.2% | +12.3% | 0.0% |
| 3M | +7.8% | -4.6% | +12.4% | +8.1% |
| 6M | +9.1% | +36.9% | -27.8% | +3.9% |
| YTD | +7.7% | +42.5% | -34.8% | +1.6% |
| 1Y | +20.4% | +45.8% | -25.3% | +12.6% |
| 3Y | +30.8% | +104.7% | -73.9% | +10.7% |
| All | +35.5% | -23.3% | +58.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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