+1,406.5%
TSLA vs XLC
+143.7%
+1,262.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -4.4% |
| 7D | +1.5% | -0.8% | +2.4% | +2.6% |
| 30D | +10.1% | +1.0% | +9.1% | +8.6% |
| 3M | -15.4% | -0.7% | -14.7% | -14.6% |
| 6M | -12.8% | -5.1% | -7.6% | -6.8% |
| YTD | -21.3% | -4.3% | -17.0% | -16.9% |
| 1Y | +4.6% | -0.6% | +5.2% | +5.7% |
| 3Y | +44.5% | +72.7% | -28.2% | -22.3% |
| 5Y | +44.8% | +38.0% | +6.8% | +3.4% |
| All | +1,406.5% | +143.7% | +1,262.8% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling