+827.5%
XLV vs TNA
+924.1%
-96.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -7.3% | +3.7% | -2.4% |
| 30D | -1.8% | -14.2% | +12.3% | +0.5% |
| 3M | +7.8% | -4.6% | +12.4% | +8.2% |
| 6M | +9.1% | +36.9% | -27.8% | +2.3% |
| YTD | +7.7% | +42.5% | -34.8% | -0.1% |
| 1Y | +20.4% | +45.8% | -25.3% | +10.4% |
| 3Y | +30.8% | +104.7% | -73.9% | +5.7% |
| 5Y | +34.6% | -21.7% | +56.3% | +18.5% |
| 10Y | +173.4% | +83.8% | +89.5% | +71.1% |
| All | +827.5% | +924.1% | -96.6% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling