+2,333.5%
TSLA vs XLRE
+109.5%
+2,224.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.8% |
| 7D | +3.0% | -0.7% | +3.8% | +3.7% |
| 30D | +11.2% | -2.2% | +13.4% | +13.2% |
| 3M | -7.3% | -2.6% | -4.7% | -5.8% |
| 6M | -7.7% | +2.6% | -10.3% | -10.6% |
| YTD | -18.2% | +9.3% | -27.5% | -25.1% |
| 1Y | +6.0% | +7.2% | -1.2% | -1.6% |
| 3Y | +48.0% | +31.3% | +16.7% | +16.2% |
| 5Y | +46.2% | +8.1% | +38.0% | +34.8% |
| 10Y | +2,737.0% | +88.9% | +2,648.1% | +1,641.1% |
| All | +2,333.5% | +109.5% | +2,224.0% | +1,296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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