+2.9%
NVDA vs TSLA
+9.8%
-7.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +2.4% |
| 7D | +5.9% | +1.5% | +4.4% | +5.3% |
| All | +2.9% | +9.8% | -7.0% | +0.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling