+23,015.9%
TSLA vs XLF
+557.7%
+22,458.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.2% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +12.0% | -0.5% | +12.6% | +12.5% |
| 3M | -10.0% | +10.6% | -20.6% | -17.5% |
| 6M | -7.2% | +14.3% | -21.5% | -17.5% |
| YTD | -18.1% | +5.5% | -23.7% | -22.2% |
| 1Y | +6.3% | +9.6% | -3.3% | -2.3% |
| 3Y | +48.2% | +75.2% | -27.0% | -4.0% |
| 5Y | +46.5% | +65.5% | -19.0% | +1.0% |
| 10Y | +2,698.1% | +246.4% | +2,451.7% | +957.1% |
| All | +23,015.9% | +557.7% | +22,458.3% | +5,408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling