+2,664.3%
TSLA vs XLF
+254.4%
+2,409.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +3.2% | -1.5% | +4.7% | +4.5% |
| 30D | +11.6% | -1.2% | +12.7% | +12.7% |
| 3M | -8.4% | +9.2% | -17.6% | -15.4% |
| 6M | -10.4% | +16.3% | -26.7% | -21.9% |
| YTD | -18.7% | +5.4% | -24.2% | -22.9% |
| 1Y | -0.9% | +7.6% | -8.5% | -7.8% |
| 3Y | +33.6% | +74.2% | -40.6% | -13.8% |
| 5Y | +48.9% | +66.1% | -17.2% | +1.3% |
| All | +2,664.3% | +254.4% | +2,409.9% | +1,311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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