+34.4%
NVDA vs TSLA
+5.3%
+29.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +2.7% |
| 7D | +5.9% | +1.5% | +4.4% | +5.2% |
| 30D | +5.1% | +10.1% | -5.0% | +1.7% |
| 3M | +5.4% | -15.4% | +20.7% | +9.9% |
| 6M | +26.0% | -12.8% | +38.8% | +29.1% |
| YTD | +23.7% | -21.3% | +44.9% | +29.8% |
| 1Y | +34.4% | +4.6% | +29.8% | +45.4% |
| All | +34.4% | +5.3% | +29.0% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling