+874.6%
NVDA vs TSLA
+43.6%
+831.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -4.4% | -3.4% | -1.0% | -3.3% |
| 30D | +0.4% | +9.2% | -8.8% | -3.5% |
| 3M | +9.0% | -4.7% | +13.7% | +9.4% |
| 6M | +18.3% | -8.9% | +27.3% | +20.4% |
| YTD | +17.2% | -19.2% | +36.4% | +24.9% |
| 1Y | +23.3% | +4.5% | +18.8% | +16.7% |
| 3Y | +380.0% | +46.3% | +333.7% | +244.6% |
| 5Y | +874.6% | +48.1% | +826.5% | +557.0% |
| All | +874.6% | +43.6% | +831.0% | +557.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling