+3.1%
SPY vs TSLA
-10.0%
+13.0%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | +3.3% | +15.6% | -12.4% | +0.5% |
| 30D | -2.7% | +5.9% | -8.6% | -3.9% |
| 3M | -1.7% | +21.4% | -23.1% | -5.3% |
| 6M | +3.1% | -8.3% | +11.4% | +3.7% |
| All | +3.1% | -10.0% | +13.0% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling