+34.4%
TSLA vs XYZ
+47.2%
-12.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +3.0% | -3.7% | +6.7% | +4.7% |
| 30D | +11.2% | +0.5% | +10.6% | +10.7% |
| 3M | -7.3% | +16.3% | -23.5% | -14.0% |
| 6M | -7.7% | +21.1% | -28.9% | -16.7% |
| YTD | -18.2% | +22.0% | -40.2% | -27.5% |
| 1Y | +6.0% | +5.2% | +0.9% | +0.5% |
| All | +34.4% | +47.2% | -12.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling