+1,801.0%
QQQ vs TSLA
+28,965.3%
-27,164.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.8% |
| 7D | +1.5% | +3.4% | -1.9% | +0.8% |
| 30D | -0.6% | +12.0% | -12.7% | -2.9% |
| 3M | +0.4% | -10.0% | +10.4% | +1.9% |
| 6M | +20.1% | -7.2% | +27.3% | +20.8% |
| YTD | +17.2% | -18.1% | +35.3% | +20.6% |
| 1Y | +24.7% | +6.3% | +18.4% | +21.7% |
| 3Y | +96.2% | +48.2% | +48.0% | +70.7% |
| 5Y | +94.4% | +46.5% | +47.9% | +63.0% |
| 10Y | +556.7% | +2,698.1% | -2,141.4% | +228.9% |
| All | +1,801.0% | +28,965.3% | -27,164.2% | +574.7% |
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 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