+4.6%
TSLA vs ACWI
+23.6%
-19.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +0.5% | +1.0% | +0.6% |
| 30D | +10.1% | +0.9% | +9.3% | +8.5% |
| 3M | -15.4% | +2.4% | -17.8% | -18.4% |
| 6M | -12.8% | +12.4% | -25.1% | -27.4% |
| YTD | -21.3% | +15.2% | -36.4% | -38.3% |
| 1Y | +4.6% | +22.7% | -18.1% | -27.7% |
| All | +4.6% | +23.6% | -19.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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