+40.9%
TSLA vs XRT
+0.5%
+40.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.9% |
| 7D | +1.5% | +0.8% | +0.7% | +0.6% |
| 30D | +10.1% | -4.2% | +14.3% | +14.6% |
| 3M | -15.4% | +5.1% | -20.5% | -19.7% |
| 6M | -12.8% | +2.4% | -15.2% | -15.5% |
| YTD | -21.3% | +3.2% | -24.5% | -24.6% |
| 1Y | +4.6% | +1.5% | +3.1% | +1.4% |
| 3Y | +44.5% | +40.6% | +4.0% | +0.6% |
| All | +40.9% | +0.5% | +40.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling