+23.4%
NVDA vs TSLA
+3.7%
+19.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -4.3% | -3.4% | -0.9% | -3.4% |
| 30D | +0.5% | +9.2% | -8.7% | -2.6% |
| 3M | +9.1% | -4.7% | +13.8% | +9.3% |
| 6M | +18.5% | -8.9% | +27.4% | +19.8% |
| YTD | +17.4% | -19.2% | +36.5% | +22.3% |
| 1Y | +23.4% | +4.5% | +18.9% | +29.3% |
| All | +23.4% | +3.7% | +19.7% | +29.3% |
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 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