+3,125.8%
TSLA vs XLP
+139.1%
+2,986.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.9% |
| 7D | +8.9% | +2.5% | +6.4% | +7.0% |
| 30D | +6.3% | +7.3% | -1.0% | +0.4% |
| 3M | +14.8% | +8.1% | +6.7% | +7.5% |
| 6M | -12.4% | +10.5% | -22.8% | -20.1% |
| YTD | -13.2% | +21.2% | -34.4% | -27.5% |
| 1Y | -2.9% | +22.7% | -25.6% | -19.9% |
| 3Y | +74.4% | +44.8% | +29.6% | +22.5% |
| 5Y | +13.3% | +44.7% | -31.5% | -20.4% |
| All | +3,125.8% | +139.1% | +2,986.8% | +1,436.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling