+2,650.1%
TSLA vs XHB
+210.4%
+2,439.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | +0.6% |
| 7D | -3.4% | -5.2% | +1.8% | +0.4% |
| 30D | +9.2% | -12.1% | +21.4% | +20.3% |
| 3M | -4.7% | -6.2% | +1.5% | -0.9% |
| 6M | -8.9% | -6.7% | -2.2% | -5.7% |
| YTD | -19.2% | -5.5% | -13.7% | -17.9% |
| 1Y | +4.5% | -15.6% | +20.2% | +15.3% |
| 3Y | +46.3% | +22.0% | +24.3% | +16.4% |
| 5Y | +48.1% | +31.8% | +16.3% | +9.5% |
| All | +2,650.1% | +210.4% | +2,439.6% | +988.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling