+33.6%
TSLA vs XLK
+119.6%
-86.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.1% |
| 7D | +3.2% | +0.2% | +3.0% | +2.9% |
| 30D | +11.6% | -0.6% | +12.2% | +12.4% |
| 3M | -8.4% | +2.6% | -11.0% | -11.6% |
| 6M | -10.4% | +34.0% | -44.4% | -39.6% |
| YTD | -18.7% | +30.7% | -49.4% | -43.7% |
| 1Y | -0.9% | +39.2% | -40.1% | -37.1% |
| 3Y | +33.6% | +120.4% | -86.8% | -51.4% |
| All | +33.6% | +119.6% | -86.1% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling