-12.8%
TSLA vs XRT
+2.0%
-14.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.5% |
| 7D | +1.5% | +0.8% | +0.7% | +0.9% |
| 30D | +10.1% | -4.2% | +14.3% | +13.2% |
| 3M | -15.4% | +5.1% | -20.5% | -18.1% |
| 6M | -12.8% | +2.4% | -15.2% | -12.8% |
| All | -12.8% | +2.0% | -14.7% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling