+25.0%
XLV vs TSLL
-42.8%
+67.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.6% |
| 7D | +1.6% | +33.0% | -31.4% | +1.5% |
| 30D | +10.7% | +7.7% | +3.0% | +10.7% |
| 3M | +11.9% | +34.7% | -22.8% | +12.0% |
| 6M | +29.8% | -31.5% | +61.4% | +30.1% |
| YTD | +22.8% | -42.4% | +65.2% | +22.2% |
| 1Y | +25.0% | -39.7% | +64.7% | +24.0% |
| All | +25.0% | -42.8% | +67.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling