+3,125.8%
TSLA vs XHB
+237.3%
+2,888.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.4% |
| 7D | +8.9% | -0.2% | +9.1% | +9.1% |
| 30D | +6.3% | +9.9% | -3.7% | -1.7% |
| 3M | +14.8% | -6.3% | +21.1% | +19.4% |
| 6M | -12.4% | +3.8% | -16.2% | -16.4% |
| YTD | -13.2% | +0.1% | -13.4% | -16.3% |
| 1Y | -2.9% | -0.8% | -2.1% | -6.1% |
| 3Y | +74.4% | +35.6% | +38.8% | +26.1% |
| 5Y | +13.3% | +29.6% | -16.3% | -15.7% |
| All | +3,125.8% | +237.3% | +2,888.5% | +1,012.2% |
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