+2.2%
TSLA vs APP
-40.3%
+42.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.3% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +10.1% | -23.3% | +33.4% | +15.0% |
| 3M | -15.4% | -42.6% | +27.3% | -7.0% |
| 6M | -12.8% | -33.6% | +20.8% | -7.3% |
| YTD | -21.3% | -52.4% | +31.2% | -13.1% |
| All | +2.2% | -40.3% | +42.5% | +11.3% |
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