+22,391.8%
TSLA vs XLP
+438.8%
+21,953.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +5.3% |
| 7D | -10.4% | +0.7% | -11.1% | -11.1% |
| 30D | -5.2% | +10.3% | -15.4% | -13.5% |
| 3M | +12.1% | +6.5% | +5.6% | +5.2% |
| 6M | -10.2% | +8.4% | -18.5% | -18.0% |
| YTD | -20.3% | +18.2% | -38.5% | -33.5% |
| 1Y | -19.7% | +22.4% | -42.1% | -35.4% |
| 3Y | +63.4% | +41.9% | +21.5% | +12.5% |
| 5Y | -12.1% | +40.9% | -52.9% | -39.1% |
| 10Y | +2,719.7% | +128.4% | +2,591.4% | +1,089.4% |
| All | +22,391.8% | +438.8% | +21,953.0% | +3,126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling