+77.7%
TSLA vs AR
+48.5%
+29.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +15.6% | +6.4% | +9.2% | +13.3% |
| 30D | +5.9% | +3.1% | +2.8% | +4.8% |
| 3M | +21.4% | +3.3% | +18.1% | +19.5% |
| 6M | -8.3% | +6.6% | -14.9% | -11.4% |
| YTD | -11.6% | +12.3% | -24.0% | -18.2% |
| 1Y | -7.7% | +12.3% | -20.0% | -15.2% |
| All | +77.7% | +48.5% | +29.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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