-7.6%
TSLA vs APP
+296.6%
-304.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.6% | +1.7% |
| 7D | -10.4% | +71.2% | -81.6% | -24.5% |
| 30D | -5.2% | +39.1% | -44.3% | -15.6% |
| 3M | +12.1% | +16.5% | -4.4% | +4.3% |
| 6M | -10.2% | -16.6% | +6.4% | -9.8% |
| YTD | -20.3% | -41.9% | +21.6% | -14.3% |
| 1Y | -19.7% | -37.0% | +17.4% | -16.0% |
| 3Y | +63.4% | +892.4% | -829.1% | -35.4% |
| All | -7.6% | +296.6% | -304.2% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling