+2,698.1%
TSLA vs XLE
+174.0%
+2,524.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +12.0% | +12.6% | -0.6% | +6.3% |
| 3M | -10.0% | +11.8% | -21.8% | -14.7% |
| 6M | -7.2% | +16.1% | -23.3% | -14.4% |
| YTD | -18.1% | +46.9% | -65.0% | -32.4% |
| 1Y | +6.3% | +53.3% | -47.0% | -14.2% |
| 3Y | +48.2% | +54.9% | -6.8% | +18.5% |
| 5Y | +46.5% | +225.7% | -179.2% | -19.2% |
| 10Y | +2,698.1% | +170.7% | +2,527.5% | +1,426.4% |
| All | +2,698.1% | +174.0% | +2,524.1% | +1,426.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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