+33.1%
XLV vs TSLL
-28.0%
+61.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.9% | -10.4% | -2.7% |
| 7D | -2.6% | +5.8% | -8.4% | -2.8% |
| 30D | +0.9% | +21.7% | -20.8% | +0.4% |
| 3M | +10.0% | -28.2% | +38.2% | +10.3% |
| 6M | +10.4% | -29.5% | +39.8% | +10.5% |
| YTD | +8.9% | -47.5% | +56.4% | +9.6% |
| 1Y | +23.4% | -20.8% | +44.1% | +22.6% |
| 3Y | +33.1% | -26.7% | +59.8% | +30.9% |
| All | +33.1% | -28.0% | +61.1% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling