+46.2%
TSLA vs XYL
-15.4%
+61.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | +3.0% | +0.8% | +2.2% | +2.6% |
| 30D | +11.2% | -10.8% | +22.0% | +19.8% |
| 3M | -7.3% | -2.5% | -4.7% | -6.5% |
| 6M | -7.7% | -12.2% | +4.4% | -1.0% |
| YTD | -18.2% | -20.1% | +1.9% | -7.3% |
| 1Y | +6.0% | -20.6% | +26.7% | +20.8% |
| 3Y | +48.0% | +17.3% | +30.7% | +25.2% |
| 5Y | +46.2% | -14.5% | +60.7% | +25.2% |
| All | +46.2% | -15.4% | +61.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling