+7,836.4%
NVDA vs TSLA
+3,013.5%
+4,823.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -12.7% | +8.9% | -21.7% | -15.5% |
| 30D | -26.4% | +6.3% | -32.7% | -28.1% |
| 3M | -27.6% | +14.8% | -42.4% | -31.5% |
| 6M | -27.7% | -12.4% | -15.4% | -25.5% |
| YTD | -12.5% | -13.2% | +0.8% | -9.8% |
| 1Y | -12.6% | -2.9% | -9.7% | -13.7% |
| 3Y | +235.9% | +74.4% | +161.5% | +141.1% |
| 5Y | +438.2% | +13.3% | +424.9% | +329.5% |
| All | +7,836.4% | +3,013.5% | +4,823.0% | +1,627.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling