-7.6%
TSLA vs XLE
+150.1%
-157.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -10.4% | -12.0% | +1.6% | -6.2% |
| 30D | -5.2% | -2.7% | -2.4% | -4.4% |
| 3M | +12.1% | +6.6% | +5.5% | +9.1% |
| 6M | -10.2% | +9.5% | -19.7% | -14.0% |
| YTD | -20.3% | +40.6% | -60.9% | -32.6% |
| 1Y | -19.7% | +43.6% | -63.3% | -32.9% |
| 3Y | +63.4% | +58.1% | +5.3% | +31.4% |
| All | -7.6% | +150.1% | -157.7% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling