-13.3%
TSLA vs XHB
+5.8%
-19.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.8% | -4.8% |
| 7D | -4.7% | +9.7% | -14.5% | -7.3% |
| 30D | +1.7% | +11.7% | -9.9% | -1.6% |
| 3M | +17.7% | -1.4% | +19.0% | +18.5% |
| 6M | -1.9% | +6.8% | -8.6% | -4.2% |
| YTD | -14.3% | +5.5% | -19.8% | -16.4% |
| 1Y | -13.3% | +5.1% | -18.4% | -15.6% |
| All | -13.3% | +5.8% | -19.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling