+34.4%
TSLA vs XHB
+24.0%
+10.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | +3.0% | -1.9% | +4.9% | +4.1% |
| 30D | +11.2% | -8.3% | +19.5% | +16.9% |
| 3M | -7.3% | -7.1% | -0.1% | -3.7% |
| 6M | -7.7% | -5.3% | -2.5% | -6.0% |
| YTD | -18.2% | -3.2% | -15.0% | -18.5% |
| 1Y | +6.0% | -13.9% | +19.9% | +14.1% |
| All | +34.4% | +24.0% | +10.4% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling