-13.3%
TSLA vs XLP
+24.3%
-37.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -1.6% |
| 7D | -4.7% | +5.9% | -10.6% | -1.7% |
| 30D | +1.7% | +13.5% | -11.7% | +8.5% |
| 3M | +17.7% | +8.4% | +9.3% | +22.9% |
| 6M | -1.9% | +11.5% | -13.4% | +4.6% |
| YTD | -14.3% | +20.6% | -35.0% | -5.1% |
| 1Y | -13.3% | +24.3% | -37.6% | +0.3% |
| All | -13.3% | +24.3% | -37.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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