+2,664.3%
TSLA vs XEL
+151.6%
+2,512.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +11.6% | -3.9% | +15.5% | +12.7% |
| 3M | -8.4% | -2.8% | -5.6% | -8.1% |
| 6M | -10.4% | -5.4% | -5.0% | -9.5% |
| YTD | -18.7% | +3.8% | -22.5% | -20.3% |
| 1Y | -0.9% | +6.8% | -7.7% | -3.7% |
| 3Y | +33.6% | +45.6% | -12.0% | +17.3% |
| 5Y | +48.9% | +30.7% | +18.2% | +34.0% |
| All | +2,664.3% | +151.6% | +2,512.7% | +2,198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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