+33.6%
TSLA vs XLI
+70.0%
-36.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.0% |
| 7D | +3.2% | -1.7% | +4.9% | +5.6% |
| 30D | +11.6% | -7.3% | +18.8% | +24.0% |
| 3M | -8.4% | -1.3% | -7.1% | -7.4% |
| 6M | -10.4% | +2.2% | -12.6% | -14.8% |
| YTD | -18.7% | +11.7% | -30.4% | -33.9% |
| 1Y | -0.9% | +14.3% | -15.2% | -22.4% |
| 3Y | +33.6% | +70.3% | -36.8% | -42.8% |
| All | +33.6% | +70.0% | -36.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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