+2,650.1%
TSLA vs XME
+426.6%
+2,223.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | +1.1% |
| 7D | -3.4% | -3.0% | -0.4% | -1.6% |
| 30D | +9.2% | -2.6% | +11.8% | +10.8% |
| 3M | -4.7% | +2.2% | -6.9% | -6.4% |
| 6M | -8.9% | +0.7% | -9.6% | -10.2% |
| YTD | -19.2% | +10.9% | -30.1% | -25.8% |
| 1Y | +4.5% | +35.7% | -31.2% | -16.4% |
| 3Y | +46.3% | +127.1% | -80.8% | -13.9% |
| 5Y | +48.1% | +168.5% | -120.3% | -22.7% |
| All | +2,650.1% | +426.6% | +2,223.5% | +860.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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