+74.4%
TSLA vs ARWR
+79.8%
-5.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.1% |
| 7D | +8.9% | -17.8% | +26.8% | +12.6% |
| 30D | +6.3% | -18.1% | +24.4% | +10.1% |
| 3M | +14.8% | -44.2% | +59.0% | +27.7% |
| 6M | -12.4% | -38.6% | +26.3% | -4.9% |
| YTD | -13.2% | -28.0% | +14.8% | -9.8% |
| 1Y | -2.9% | +16.1% | -19.1% | -10.4% |
| 3Y | +74.4% | +84.0% | -9.6% | +28.6% |
| All | +74.4% | +79.8% | -5.4% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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