+74.4%
TSLA vs ARM
+265.0%
-190.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.6% |
| 7D | +8.9% | +9.1% | -0.2% | +6.4% |
| 30D | +6.3% | -19.9% | +26.2% | +11.9% |
| 3M | +14.8% | -31.6% | +46.4% | +24.3% |
| 6M | -12.4% | -13.9% | +1.5% | -13.5% |
| YTD | -13.2% | +74.3% | -87.5% | -31.5% |
| 1Y | -2.9% | +35.8% | -38.7% | -17.8% |
| 3Y | +74.4% | +268.6% | -194.2% | +21.3% |
| All | +74.4% | +265.0% | -190.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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