+80.0%
TSLA vs XRT
+58.4%
+21.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +2.3% |
| 7D | -6.4% | +2.5% | -8.9% | -8.5% |
| 30D | -1.2% | +10.3% | -11.5% | -10.1% |
| 3M | +15.1% | +2.4% | +12.7% | +11.9% |
| 6M | -11.7% | +10.0% | -21.7% | -20.2% |
| YTD | -15.9% | +9.5% | -25.5% | -24.2% |
| 1Y | -12.0% | +17.2% | -29.1% | -26.3% |
| 3Y | +80.0% | +62.0% | +18.1% | +19.4% |
| All | +80.0% | +58.4% | +21.6% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling