-25.1%
TESL vs SPY
+18.1%
-43.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -1.5% |
| 7D | +2.8% | -0.8% | +3.6% | +4.7% |
| 30D | +9.3% | -1.1% | +10.4% | +12.5% |
| 3M | -12.9% | +3.9% | -16.7% | -19.1% |
| 6M | -6.8% | +13.6% | -20.4% | -25.6% |
| YTD | -19.0% | +12.7% | -31.7% | -34.2% |
| 1Y | -25.1% | +17.5% | -42.6% | -46.1% |
| All | -25.1% | +18.1% | -43.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling