+169.4%
XLV vs TT
+961.2%
-791.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | -1.8% | -7.3% | +5.5% | +0.3% |
| 3M | +7.8% | -3.6% | +11.4% | +8.4% |
| 6M | +9.1% | +2.8% | +6.3% | +7.0% |
| YTD | +7.7% | +14.5% | -6.8% | +1.8% |
| 1Y | +20.4% | +7.4% | +13.0% | +15.8% |
| 3Y | +30.8% | +116.2% | -85.5% | -4.2% |
| 5Y | +34.6% | +147.4% | -112.7% | -8.4% |
| All | +169.4% | +961.2% | -791.9% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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