+34.4%
TSLA vs XLF
+73.6%
-39.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +3.0% | -1.0% | +4.1% | +4.5% |
| 30D | +11.2% | -1.3% | +12.5% | +13.0% |
| 3M | -7.3% | +9.1% | -16.4% | -18.2% |
| 6M | -7.7% | +14.4% | -22.1% | -24.4% |
| YTD | -18.2% | +5.1% | -23.3% | -24.3% |
| 1Y | +6.0% | +8.6% | -2.6% | -7.3% |
| All | +34.4% | +73.6% | -39.2% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling