+896.5%
XLV vs TT
+4,980.8%
-4,084.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -1.1% | -6.7% | +5.6% | +0.7% |
| 3M | +8.2% | -5.4% | +13.7% | +9.4% |
| 6M | +8.9% | +4.4% | +4.5% | +6.8% |
| YTD | +8.5% | +14.9% | -6.4% | +3.4% |
| 1Y | +22.3% | +9.3% | +13.0% | +17.8% |
| 3Y | +32.6% | +121.7% | -89.1% | +2.9% |
| 5Y | +34.4% | +148.2% | -113.8% | -0.3% |
| 10Y | +175.4% | +957.3% | -781.9% | +34.9% |
| All | +896.5% | +4,980.8% | -4,084.2% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling