+15.4%
TSLA vs XHB
+30.4%
-15.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.9% |
| 7D | +15.6% | -2.4% | +18.1% | +17.6% |
| 30D | +5.9% | +7.1% | -1.1% | +0.2% |
| 3M | +21.4% | -6.0% | +27.3% | +26.0% |
| 6M | -8.3% | +2.1% | -10.4% | -11.3% |
| YTD | -11.6% | -0.6% | -11.0% | -14.3% |
| 1Y | -7.7% | -3.3% | -4.4% | -8.9% |
| 3Y | +85.2% | +34.1% | +51.1% | +29.5% |
| 5Y | +15.4% | +28.6% | -13.2% | -20.9% |
| All | +15.4% | +30.4% | -15.0% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling