+1,446.8%
TSLA vs XLC
+142.6%
+1,304.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.9% |
| 7D | -3.4% | -1.7% | -1.7% | -1.3% |
| 30D | +9.2% | +0.2% | +9.0% | +8.8% |
| 3M | -4.7% | +0.7% | -5.4% | -5.6% |
| 6M | -8.9% | -4.5% | -4.5% | -3.6% |
| YTD | -19.2% | -4.7% | -14.4% | -14.2% |
| 1Y | +4.5% | -1.5% | +6.0% | +6.9% |
| 3Y | +46.3% | +72.2% | -25.9% | -21.1% |
| 5Y | +48.1% | +39.3% | +8.8% | +4.6% |
| All | +1,446.8% | +142.6% | +1,304.3% | +493.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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