+79.9%
AAPL vs TSLA
+46.5%
+33.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.1% | -1.9% |
| 7D | -2.7% | +3.4% | -6.1% | -3.3% |
| 30D | +1.0% | +12.0% | -11.0% | -1.2% |
| 3M | +5.0% | -10.0% | +14.9% | +6.1% |
| 6M | +23.0% | -7.2% | +30.2% | +23.3% |
| YTD | +16.6% | -18.1% | +34.8% | +19.4% |
| 1Y | +33.4% | +6.3% | +27.1% | +28.8% |
| 3Y | +79.9% | +48.2% | +31.7% | +53.7% |
| All | +79.9% | +46.5% | +33.3% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLA.
Daily Out/Under-Performance
Portfolio return minus TSLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLA 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 TSLA 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