+2,973.5%
TSLA vs XLP
+129.0%
+2,844.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -4.7% | +2.3% | -7.0% | -6.4% |
| 30D | -0.8% | +9.1% | -9.9% | -7.5% |
| 3M | +14.8% | +7.9% | +6.9% | +7.7% |
| 6M | -11.3% | +9.6% | -20.9% | -18.8% |
| YTD | -15.6% | +19.4% | -35.0% | -28.7% |
| 1Y | -14.7% | +22.4% | -37.1% | -29.6% |
| 3Y | +76.9% | +43.2% | +33.7% | +25.3% |
| 5Y | +6.7% | +42.6% | -35.9% | -24.1% |
| 10Y | +2,973.5% | +135.4% | +2,838.1% | +1,376.4% |
| All | +2,973.5% | +129.0% | +2,844.4% | +1,376.4% |
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