+34.4%
TSLA vs XME
+132.9%
-98.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | +3.0% | -0.2% | +3.3% | +3.2% |
| 30D | +11.2% | +1.4% | +9.8% | +9.9% |
| 3M | -7.3% | +2.7% | -10.0% | -9.6% |
| 6M | -7.7% | +6.5% | -14.3% | -13.2% |
| YTD | -18.2% | +15.2% | -33.4% | -29.6% |
| 1Y | +6.0% | +43.5% | -37.5% | -27.4% |
| All | +34.4% | +132.9% | -98.5% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling