-13.3%
TSLA vs APP
-56.9%
+43.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.0% | -5.2% |
| 7D | -4.7% | +4.5% | -9.2% | -5.7% |
| 30D | +1.7% | -3.6% | +5.3% | +2.2% |
| 3M | +17.7% | -35.3% | +52.9% | +26.9% |
| 6M | -1.9% | -42.8% | +40.9% | +8.1% |
| YTD | -14.3% | -59.7% | +45.3% | +0.5% |
| 1Y | -13.3% | -55.4% | +42.1% | -4.9% |
| All | -13.3% | -56.9% | +43.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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