+76.9%
TSLA vs XLP
+43.9%
+33.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | -0.8% | +9.1% | -9.9% | -2.3% |
| 3M | +14.8% | +7.9% | +6.9% | +13.2% |
| 6M | -11.3% | +9.6% | -20.9% | -13.2% |
| YTD | -15.6% | +19.4% | -35.0% | -21.6% |
| 1Y | -14.7% | +22.4% | -37.1% | -22.1% |
| 3Y | +76.9% | +43.2% | +33.7% | +44.2% |
| All | +76.9% | +43.9% | +33.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling