+400.6%
NVDA vs TSLA
+39.3%
+361.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -3.2% |
| 7D | +3.8% | +3.4% | +0.4% | +2.6% |
| 30D | +0.8% | +12.0% | -11.3% | -2.9% |
| 3M | +8.2% | -10.0% | +18.2% | +10.6% |
| 6M | +27.1% | -7.2% | +34.3% | +28.2% |
| YTD | +21.2% | -18.1% | +39.3% | +26.7% |
| 1Y | +34.3% | +6.3% | +28.0% | +29.0% |
| All | +400.6% | +39.3% | +361.3% | +345.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling