+1,562.9%
TSLA vs XLC
+137.1%
+1,425.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.9% |
| 7D | +1.5% | +3.5% | -2.0% | -2.6% |
| 30D | +3.4% | -2.6% | +5.9% | +6.3% |
| 3M | +17.4% | -2.1% | +19.5% | +19.4% |
| 6M | -12.2% | -5.5% | -6.7% | -6.5% |
| YTD | -13.1% | -6.9% | -6.2% | -5.8% |
| 1Y | -11.1% | -3.7% | -7.4% | -7.6% |
| 3Y | +82.1% | +64.2% | +17.9% | +3.2% |
| 5Y | +10.3% | +43.0% | -32.8% | -24.8% |
| All | +1,562.9% | +137.1% | +1,425.9% | +551.4% |
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