+3.5%
MU vs TSLA
-7.3%
+10.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +1.8% |
| 7D | -22.0% | -10.4% | -11.6% | -14.7% |
| 30D | -36.6% | -5.2% | -31.4% | -33.2% |
| 3M | -21.7% | +12.1% | -33.8% | -29.0% |
| 6M | +3.5% | -10.2% | +13.7% | +15.4% |
| All | +3.5% | -7.3% | +10.8% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling