+48.2%
TSLA vs XLC
+72.7%
-24.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.7% |
| 7D | +3.4% | +0.6% | +2.8% | +2.6% |
| 30D | +12.0% | +0.2% | +11.8% | +11.4% |
| 3M | -10.0% | +0.6% | -10.6% | -11.1% |
| 6M | -7.2% | -4.5% | -2.7% | -0.4% |
| YTD | -18.1% | -4.7% | -13.4% | -12.0% |
| 1Y | +6.3% | -1.7% | +7.9% | +8.8% |
| 3Y | +48.2% | +72.3% | -24.1% | -21.0% |
| All | +48.2% | +72.7% | -24.6% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling