+5.8%
TSLA vs A
+15.9%
-10.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +3.0% | -4.4% | +7.4% | +3.9% |
| 30D | +11.2% | -2.7% | +13.8% | +11.9% |
| 3M | -7.3% | +7.0% | -14.3% | -8.2% |
| 6M | -7.7% | +24.6% | -32.4% | -12.3% |
| YTD | -18.2% | +7.0% | -25.2% | -18.4% |
| All | +5.8% | +15.9% | -10.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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