+124.5%
TESL vs SPY
+76.5%
+48.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.9% |
| 7D | +3.2% | -0.4% | +3.6% | +4.1% |
| 30D | +8.6% | -1.4% | +10.0% | +12.1% |
| 3M | -11.6% | +3.7% | -15.3% | -16.9% |
| 6M | -3.2% | +13.0% | -16.2% | -22.9% |
| YTD | -18.4% | +12.4% | -30.8% | -34.2% |
| 1Y | -19.4% | +18.5% | -38.0% | -41.3% |
| All | +124.5% | +76.5% | +48.0% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling