-11.7%
TSLA vs XLP
+10.8%
-22.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -11.2% |
| 7D | -14.8% | +3.5% | -18.3% | -12.5% |
| 30D | -9.7% | +11.6% | -21.3% | -2.2% |
| 3M | +6.9% | +7.6% | -0.8% | +12.8% |
| 6M | -11.7% | +10.0% | -21.8% | -1.3% |
| All | -11.7% | +10.8% | -22.5% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling