+67,853.3%
NVDA vs TSLA
+30,706.8%
+37,146.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -12.7% | +8.9% | -21.7% | -15.1% |
| 30D | -26.4% | +6.3% | -32.7% | -27.8% |
| 3M | -27.6% | +14.8% | -42.4% | -30.8% |
| 6M | -27.7% | -12.4% | -15.4% | -25.8% |
| YTD | -12.5% | -13.2% | +0.8% | -10.1% |
| 1Y | -12.6% | -2.9% | -9.7% | -13.4% |
| 3Y | +235.9% | +74.4% | +161.5% | +159.2% |
| 5Y | +438.2% | +13.3% | +424.9% | +354.3% |
| 10Y | +7,445.8% | +3,004.2% | +4,441.6% | +2,643.9% |
| All | +67,853.3% | +30,706.8% | +37,146.5% | +14,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling