+63.4%
TSLA vs ALL
+105.5%
-42.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +3.8% |
| 7D | -10.4% | -1.9% | -8.5% | -10.6% |
| 30D | -5.2% | +13.8% | -19.0% | -4.1% |
| 3M | +12.1% | -7.0% | +19.1% | +11.8% |
| 6M | -10.2% | +18.0% | -28.2% | -9.8% |
| YTD | -20.3% | +24.2% | -44.5% | -20.4% |
| 1Y | -19.7% | +31.2% | -50.8% | -20.4% |
| 3Y | +63.4% | +107.5% | -44.2% | +104.4% |
| All | +63.4% | +105.5% | -42.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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