+46.5%
TSLA vs A
-14.2%
+60.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.6% | +5.3% |
| 7D | +3.4% | -2.1% | +5.4% | +4.3% |
| 30D | +12.0% | +0.6% | +11.4% | +11.7% |
| 3M | -10.0% | +10.9% | -20.9% | -15.2% |
| 6M | -7.2% | +28.2% | -35.4% | -20.4% |
| YTD | -18.1% | +8.6% | -26.7% | -23.1% |
| 1Y | +6.3% | +15.5% | -9.2% | -4.3% |
| 3Y | +48.2% | +31.8% | +16.3% | +15.7% |
| 5Y | +46.5% | -14.9% | +61.4% | +41.5% |
| All | +46.5% | -14.2% | +60.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling