-2.9%
TSLA vs XHB
-2.2%
-0.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | +8.9% | -0.2% | +9.1% | +9.0% |
| 30D | +6.3% | +9.9% | -3.7% | +3.4% |
| 3M | +14.8% | -6.3% | +21.1% | +17.5% |
| 6M | -12.4% | +3.8% | -16.2% | -13.3% |
| YTD | -13.2% | +0.1% | -13.4% | -13.3% |
| 1Y | -2.9% | -0.8% | -2.1% | -2.8% |
| All | -2.9% | -2.2% | -0.7% | -2.8% |
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