+91.3%
QQQ vs TSLA
+37.6%
+53.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -1.3% | -3.4% | +2.2% | -0.6% |
| 30D | -1.4% | +9.2% | -10.6% | -3.5% |
| 3M | +2.3% | -4.7% | +7.0% | +2.7% |
| 6M | +16.9% | -8.9% | +25.8% | +18.2% |
| YTD | +15.6% | -19.2% | +34.8% | +19.6% |
| 1Y | +22.6% | +4.5% | +18.1% | +19.7% |
| All | +91.3% | +37.6% | +53.7% | +74.7% |
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 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