+47.6%
TSLA vs XLV
+33.9%
+13.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +3.2% | -3.6% | +6.8% | +6.3% |
| 30D | +11.6% | -1.8% | +13.4% | +13.2% |
| 3M | -8.4% | +7.8% | -16.2% | -15.7% |
| 6M | -10.4% | +9.1% | -19.5% | -18.6% |
| YTD | -18.7% | +7.7% | -26.5% | -25.6% |
| 1Y | -0.9% | +20.4% | -21.3% | -20.0% |
| 3Y | +33.6% | +30.8% | +2.8% | -3.9% |
| All | +47.6% | +33.9% | +13.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling