+35.5%
XLV vs TSLL
-54.1%
+89.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.7% | +5.1% | -8.8% | -3.8% |
| 30D | -1.1% | +20.0% | -21.1% | -1.6% |
| 3M | +8.2% | -23.8% | +32.0% | +8.5% |
| 6M | +8.9% | -30.3% | +39.2% | +9.1% |
| YTD | +8.5% | -47.7% | +56.2% | +9.4% |
| 1Y | +22.3% | -21.2% | +43.5% | +21.4% |
| 3Y | +32.6% | -26.9% | +59.5% | +27.3% |
| All | +35.5% | -54.1% | +89.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling