+1,779.8%
TSM vs XLV
+174.9%
+1,604.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.0% | -3.6% | +4.6% | +3.5% |
| 30D | +1.0% | -1.8% | +2.8% | +1.9% |
| 3M | +2.9% | +7.8% | -4.9% | -3.7% |
| 6M | +22.8% | +9.1% | +13.7% | +13.9% |
| YTD | +43.3% | +7.7% | +35.6% | +33.9% |
| 1Y | +69.2% | +20.4% | +48.8% | +44.9% |
| 3Y | +404.5% | +30.8% | +373.7% | +299.1% |
| 5Y | +282.2% | +34.6% | +247.6% | +192.8% |
| All | +1,779.8% | +174.9% | +1,604.8% | +827.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling