+2,664.3%
TSLA vs XYZ
+610.4%
+2,053.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.2% | -4.3% | +7.5% | +5.1% |
| 30D | +11.6% | +1.2% | +10.4% | +10.8% |
| 3M | -8.4% | +14.6% | -23.1% | -14.5% |
| 6M | -10.4% | +22.6% | -33.0% | -19.3% |
| YTD | -18.7% | +21.7% | -40.4% | -28.0% |
| 1Y | -0.9% | +6.7% | -7.6% | -7.5% |
| 3Y | +33.6% | +46.8% | -13.3% | +2.3% |
| 5Y | +48.9% | -68.0% | +116.9% | +97.4% |
| All | +2,664.3% | +610.4% | +2,053.9% | +1,436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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