+2,737.0%
TSLA vs XRT
+120.9%
+2,616.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.3% |
| 7D | +3.0% | -2.4% | +5.4% | +5.0% |
| 30D | +11.2% | -6.9% | +18.1% | +17.8% |
| 3M | -7.3% | -0.4% | -6.9% | -7.3% |
| 6M | -7.7% | +2.2% | -10.0% | -10.1% |
| YTD | -18.2% | -0.7% | -17.5% | -18.5% |
| 1Y | +6.0% | -2.0% | +8.0% | +6.5% |
| 3Y | +48.0% | +41.0% | +7.0% | +10.7% |
| 5Y | +46.2% | -3.3% | +49.5% | +47.2% |
| 10Y | +2,737.0% | +124.8% | +2,612.2% | +1,278.6% |
| All | +2,737.0% | +120.9% | +2,616.1% | +1,278.6% |
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