-4.6%
SPCX vs TSLA
-7.8%
+3.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.2% | +2.4% |
| 7D | +7.9% | +3.4% | +4.5% | +6.7% |
| 30D | +15.3% | +12.0% | +3.2% | +11.2% |
| All | -4.6% | -7.8% | +3.2% | -4.6% |
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 · Available span rolling