+169.4%
XLV vs TPR
+327.7%
-158.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.5% |
| 7D | -3.6% | -3.0% | -0.6% | -3.1% |
| 30D | -1.8% | -22.6% | +20.8% | +1.8% |
| 3M | +7.8% | -18.2% | +26.0% | +10.6% |
| 6M | +9.1% | -18.0% | +27.1% | +11.6% |
| YTD | +7.7% | -6.4% | +14.1% | +7.7% |
| 1Y | +20.4% | +12.3% | +8.1% | +16.7% |
| 3Y | +30.8% | +298.7% | -267.9% | +0.7% |
| 5Y | +34.6% | +232.5% | -197.9% | +3.9% |
| All | +169.4% | +327.7% | -158.4% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling