+2,973.5%
TSLA vs XRT
+147.6%
+2,825.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -4.7% | +4.1% | -8.8% | -8.0% |
| 30D | -0.8% | +9.9% | -10.7% | -9.0% |
| 3M | +14.8% | +2.3% | +12.5% | +11.5% |
| 6M | -11.3% | +9.6% | -20.9% | -19.0% |
| YTD | -15.6% | +9.1% | -24.7% | -22.9% |
| 1Y | -14.7% | +16.2% | -30.9% | -26.5% |
| 3Y | +76.9% | +60.1% | +16.9% | +17.7% |
| 5Y | +6.7% | -0.5% | +7.2% | +3.4% |
| 10Y | +2,973.5% | +145.1% | +2,828.4% | +1,203.1% |
| All | +2,973.5% | +147.6% | +2,825.9% | +1,203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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