-13.3%
TSLA vs XYL
-30.7%
+17.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -3.7% |
| 7D | -4.7% | +14.5% | -19.2% | -5.8% |
| 30D | +1.7% | -1.3% | +3.0% | +1.0% |
| 3M | +17.7% | -17.0% | +34.6% | +20.0% |
| 6M | -1.9% | -11.3% | +9.5% | -1.7% |
| YTD | -14.3% | -25.0% | +10.6% | -13.7% |
| 1Y | -13.3% | -31.5% | +18.3% | -5.5% |
| All | -13.3% | -30.7% | +17.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling