+747.9%
XLV vs TPR
+7,101.5%
-6,353.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.9% |
| 7D | -2.6% | -3.4% | +0.7% | -2.1% |
| 30D | +0.9% | -27.3% | +28.2% | +6.3% |
| 3M | +10.0% | -16.2% | +26.2% | +12.9% |
| 6M | +10.4% | -17.9% | +28.3% | +13.3% |
| YTD | +8.9% | -7.1% | +16.0% | +9.1% |
| 1Y | +23.4% | +13.6% | +9.7% | +18.8% |
| 3Y | +33.1% | +293.7% | -260.7% | -0.5% |
| 5Y | +33.3% | +239.1% | -205.8% | -0.7% |
| 10Y | +170.8% | +311.2% | -140.4% | +75.8% |
| All | +747.9% | +7,101.5% | -6,353.6% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling