+38.0%
TSLA vs APP
+650.6%
-612.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | +10.1% | -23.3% | +33.4% | +16.7% |
| 3M | -15.4% | -42.6% | +27.3% | -3.7% |
| 6M | -12.8% | -33.6% | +20.8% | -5.5% |
| YTD | -21.3% | -52.4% | +31.2% | -9.2% |
| 1Y | +4.6% | -35.9% | +40.5% | +9.1% |
| All | +38.0% | +650.6% | -612.5% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling