-13.3%
TSLA vs XLV
+34.1%
-47.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.1% |
| 7D | -4.7% | +5.5% | -10.2% | -4.3% |
| 30D | +1.7% | +13.3% | -11.6% | +2.4% |
| 3M | +17.7% | +17.4% | +0.2% | +19.2% |
| 6M | -1.9% | +32.1% | -34.0% | -2.9% |
| YTD | -14.3% | +24.0% | -38.4% | -14.8% |
| 1Y | -13.3% | +32.9% | -46.2% | -14.0% |
| All | -13.3% | +34.1% | -47.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling