-13.3%
TSLA vs XLK
+19.7%
-33.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -4.7% | -7.6% | +2.9% | +2.3% |
| 30D | +1.7% | -12.2% | +13.9% | +14.6% |
| 3M | +17.7% | -5.5% | +23.1% | +23.6% |
| 6M | -1.9% | +9.2% | -11.0% | -10.1% |
| YTD | -14.3% | +23.0% | -37.4% | -30.4% |
| 1Y | -13.3% | +20.7% | -34.0% | -28.2% |
| All | -13.3% | +19.7% | -33.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling