+43.8%
TSLA vs APP
+357.9%
-314.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.2% |
| 3M | -15.4% | -42.6% | +27.3% | -2.8% |
| 6M | -12.8% | -33.6% | +20.8% | -5.0% |
| YTD | -21.3% | -52.4% | +31.2% | -8.6% |
| 1Y | +4.6% | -35.9% | +40.5% | +9.6% |
| 3Y | +44.5% | +642.2% | -597.7% | -31.7% |
| 5Y | +44.8% | +311.1% | -266.3% | -30.2% |
| All | +43.8% | +357.9% | -314.2% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling