+42.5%
TSLA vs A
+33.0%
+9.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.2% |
| 7D | +1.5% | -1.9% | +3.5% | +2.3% |
| 30D | +10.1% | +6.9% | +3.2% | +7.4% |
| 3M | -15.4% | +9.2% | -24.6% | -18.5% |
| 6M | -12.8% | +25.7% | -38.5% | -21.5% |
| YTD | -21.3% | +11.5% | -32.8% | -25.2% |
| 1Y | +4.6% | +18.4% | -13.8% | -4.0% |
| All | +42.5% | +33.0% | +9.4% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling