+2.0%
SPY vs TSLA
-15.7%
+17.7%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +0.1% | +10.1% | -10.1% | -1.9% |
| 3M | +2.0% | -15.4% | +17.4% | +4.3% |
| All | +2.0% | -15.7% | +17.7% | +4.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling