+2,664.3%
TSLA vs XLU
+140.5%
+2,523.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -1.6% | +4.8% | +4.0% |
| 30D | +11.6% | -3.3% | +14.9% | +13.2% |
| 3M | -8.4% | -3.2% | -5.3% | -7.5% |
| 6M | -10.4% | -7.0% | -3.4% | -7.9% |
| YTD | -18.7% | +0.6% | -19.4% | -19.9% |
| 1Y | -0.9% | +2.4% | -3.4% | -3.1% |
| 3Y | +33.6% | +46.3% | -12.7% | +9.3% |
| 5Y | +48.9% | +44.0% | +4.9% | +22.3% |
| All | +2,664.3% | +140.5% | +2,523.8% | +1,897.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling