+3,125.8%
TSLA vs XYL
+100.4%
+3,025.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | -3.7% | +12.7% | +11.1% |
| 30D | +6.3% | -8.3% | +14.6% | +9.4% |
| 3M | +14.8% | -21.4% | +36.2% | +28.9% |
| 6M | -12.4% | -12.9% | +0.6% | -7.8% |
| YTD | -13.2% | -30.1% | +16.8% | +2.2% |
| 1Y | -2.9% | -35.2% | +32.2% | +19.6% |
| 3Y | +74.4% | -0.8% | +75.2% | +67.3% |
| 5Y | +13.3% | -23.2% | +36.5% | +20.9% |
| All | +3,125.8% | +100.4% | +3,025.4% | +2,342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling