+18,503.5%
TSM vs XLV
+905.3%
+17,598.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +4.8% | -3.7% | +8.5% | +8.3% |
| 30D | +4.0% | -1.1% | +5.1% | +4.6% |
| 3M | +2.0% | +8.2% | -6.3% | -6.7% |
| 6M | +25.5% | +8.9% | +16.6% | +13.8% |
| YTD | +44.0% | +8.5% | +35.5% | +30.7% |
| 1Y | +75.4% | +22.3% | +53.1% | +41.7% |
| 3Y | +406.7% | +32.6% | +374.1% | +271.8% |
| 5Y | +285.0% | +34.4% | +250.6% | +175.3% |
| 10Y | +1,815.4% | +175.4% | +1,640.0% | +554.3% |
| All | +18,503.5% | +905.3% | +17,598.1% | +1,432.9% |
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 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