+22,727.1%
TSLA vs XLV
+658.7%
+22,068.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -3.4% | -4.4% | +1.0% | +1.0% |
| 30D | +9.2% | -1.4% | +10.6% | +10.6% |
| 3M | -4.7% | +8.9% | -13.6% | -13.9% |
| 6M | -8.9% | +9.1% | -18.0% | -18.2% |
| YTD | -19.2% | +7.9% | -27.1% | -26.9% |
| 1Y | +4.5% | +22.7% | -18.2% | -17.9% |
| 3Y | +46.3% | +31.9% | +14.4% | +5.7% |
| 5Y | +48.1% | +34.9% | +13.3% | +5.3% |
| 10Y | +2,704.2% | +173.9% | +2,530.4% | +846.4% |
| All | +22,727.1% | +658.7% | +22,068.4% | +2,269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling