+34.4%
TSLA vs XEL
+47.8%
-13.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +3.0% | +0.9% | +2.1% | +2.9% |
| 30D | +11.2% | -0.9% | +12.0% | +11.2% |
| 3M | -7.3% | -1.4% | -5.9% | -7.5% |
| 6M | -7.7% | -5.8% | -1.9% | -7.3% |
| YTD | -18.2% | +4.7% | -22.9% | -19.6% |
| 1Y | +6.0% | +9.1% | -3.0% | +3.3% |
| All | +34.4% | +47.8% | -13.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling