+2,387.4%
TSLA vs XYZ
+608.9%
+1,778.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +3.0% | -3.7% | +6.7% | +4.6% |
| 30D | +11.2% | +0.5% | +10.6% | +10.7% |
| 3M | -7.3% | +16.3% | -23.5% | -13.6% |
| 6M | -7.7% | +21.1% | -28.9% | -16.1% |
| YTD | -18.2% | +22.0% | -40.2% | -27.2% |
| 1Y | +6.0% | +5.2% | +0.9% | 0.0% |
| 3Y | +48.0% | +49.6% | -1.6% | +14.4% |
| 5Y | +46.2% | -68.4% | +114.6% | +91.1% |
| 10Y | +2,737.0% | +604.5% | +2,132.5% | +1,437.8% |
| All | +2,387.4% | +608.9% | +1,778.5% | +1,227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling