+3,125.8%
TSLA vs XME
+260.6%
+2,865.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.8% |
| 7D | +8.9% | +0.3% | +8.6% | +8.7% |
| 30D | +6.3% | -6.1% | +12.4% | +10.8% |
| 3M | +14.8% | -18.6% | +33.4% | +30.5% |
| 6M | -12.4% | -23.9% | +11.5% | +3.3% |
| YTD | -13.2% | -9.3% | -3.9% | -9.8% |
| 1Y | -2.9% | +1.8% | -4.7% | -6.6% |
| 3Y | +74.4% | +93.0% | -18.6% | +12.1% |
| 5Y | +13.3% | +107.0% | -93.7% | -31.7% |
| All | +3,125.8% | +260.6% | +2,865.3% | +1,118.3% |
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