+22,994.0%
TSLA vs XLK
+2,090.8%
+20,903.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | +2.3% | +0.7% | +0.2% |
| 30D | +11.2% | +0.8% | +10.3% | +9.9% |
| 3M | -7.3% | +4.1% | -11.3% | -12.0% |
| 6M | -7.7% | +34.8% | -42.5% | -36.8% |
| YTD | -18.2% | +30.8% | -49.0% | -42.0% |
| 1Y | +6.0% | +42.4% | -36.3% | -32.3% |
| 3Y | +48.0% | +121.8% | -73.8% | -43.0% |
| 5Y | +46.2% | +146.6% | -100.4% | -48.3% |
| 10Y | +2,737.0% | +804.3% | +1,932.8% | +134.2% |
| All | +22,994.0% | +2,090.8% | +20,903.2% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling