+46.5%
TSLA vs XLB
+35.6%
+10.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +5.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | +12.0% | -1.7% | +13.8% | +14.2% |
| 3M | -10.0% | +4.4% | -14.3% | -14.8% |
| 6M | -7.2% | +5.0% | -12.2% | -13.0% |
| YTD | -18.1% | +15.5% | -33.6% | -32.0% |
| 1Y | +6.3% | +14.9% | -8.6% | -11.5% |
| 3Y | +48.2% | +34.5% | +13.6% | +3.6% |
| 5Y | +46.5% | +36.5% | +10.0% | +1.3% |
| All | +46.5% | +35.6% | +10.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling