-19.7%
TSLA vs XLP
+22.3%
-41.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +3.6% |
| 7D | -10.4% | +0.7% | -11.1% | -9.9% |
| 30D | -5.2% | +10.3% | -15.4% | -0.2% |
| 3M | +12.1% | +6.5% | +5.6% | +16.1% |
| 6M | -10.2% | +8.4% | -18.5% | -5.4% |
| YTD | -20.3% | +18.2% | -38.5% | -12.1% |
| 1Y | -19.7% | +22.4% | -42.1% | -6.1% |
| All | -19.7% | +22.3% | -41.9% | -6.1% |
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