+10.3%
TSLA vs XLB
+31.4%
-21.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.5% |
| 7D | +1.5% | -1.6% | +3.1% | +3.7% |
| 30D | +3.4% | +7.2% | -3.9% | -4.5% |
| 3M | +17.4% | 0.0% | +17.4% | +17.3% |
| 6M | -12.2% | +2.3% | -14.5% | -14.7% |
| YTD | -13.1% | +18.4% | -31.5% | -30.1% |
| 1Y | -11.1% | +23.3% | -34.4% | -32.2% |
| 3Y | +82.1% | +45.2% | +36.9% | +15.4% |
| 5Y | +10.3% | +31.0% | -20.7% | -23.5% |
| All | +10.3% | +31.4% | -21.2% | -23.5% |
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