+33.6%
TSLA vs XLY
+35.2%
-1.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -1.4% |
| 7D | +3.2% | -1.7% | +4.9% | +6.8% |
| 30D | +11.6% | -4.2% | +15.8% | +22.0% |
| 3M | -8.4% | -2.7% | -5.8% | -2.6% |
| 6M | -10.4% | -0.6% | -9.8% | -9.0% |
| YTD | -18.7% | -5.0% | -13.7% | -9.0% |
| 1Y | -0.9% | -4.1% | +3.2% | +9.7% |
| 3Y | +33.6% | +33.6% | 0.0% | -17.2% |
| All | +33.6% | +35.2% | -1.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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