+2,737.0%
TSLA vs XLB
+158.8%
+2,578.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.0% |
| 7D | +3.0% | -2.9% | +6.0% | +6.1% |
| 30D | +11.2% | -3.4% | +14.5% | +15.0% |
| 3M | -7.3% | +1.6% | -8.9% | -9.1% |
| 6M | -7.7% | +3.6% | -11.4% | -11.6% |
| YTD | -18.2% | +14.2% | -32.5% | -29.5% |
| 1Y | +6.0% | +15.6% | -9.6% | -9.9% |
| 3Y | +48.0% | +33.1% | +14.9% | +11.4% |
| 5Y | +46.2% | +35.0% | +11.1% | +9.4% |
| 10Y | +2,737.0% | +164.5% | +2,572.5% | +1,116.9% |
| All | +2,737.0% | +158.8% | +2,578.3% | +1,116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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