+35.5%
XLV vs TT
+144.9%
-109.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -1.8% | -7.3% | +5.5% | -0.3% |
| 3M | +7.8% | -3.6% | +11.4% | +8.1% |
| 6M | +9.1% | +2.8% | +6.3% | +7.5% |
| YTD | +7.7% | +14.5% | -6.8% | +3.2% |
| 1Y | +20.4% | +7.4% | +13.0% | +16.9% |
| 3Y | +30.8% | +116.2% | -85.5% | +1.4% |
| All | +35.5% | +144.9% | -109.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling