+22,131.9%
TSLA vs XLB
+407.3%
+21,724.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.6% |
| 7D | +1.5% | -1.4% | +2.9% | +2.8% |
| 30D | +10.1% | -0.4% | +10.5% | +10.5% |
| 3M | -15.4% | +2.0% | -17.4% | -17.2% |
| 6M | -12.8% | +1.8% | -14.6% | -14.7% |
| YTD | -21.3% | +16.6% | -37.8% | -32.8% |
| 1Y | +4.6% | +16.9% | -12.3% | -11.2% |
| 3Y | +44.5% | +32.6% | +12.0% | +11.2% |
| 5Y | +44.8% | +35.6% | +9.2% | +10.2% |
| 10Y | +2,585.4% | +160.0% | +2,425.4% | +1,026.4% |
| All | +22,131.9% | +407.3% | +21,724.6% | +5,738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling