-19.7%
TSLA vs AS
+0.9%
-20.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -10.4% | +6.9% | -17.3% | -11.5% |
| 30D | -5.2% | +16.0% | -21.2% | -8.0% |
| 3M | +12.1% | -12.8% | +25.0% | +15.9% |
| 6M | -10.2% | -15.4% | +5.2% | -6.7% |
| YTD | -20.3% | -15.7% | -4.6% | -19.2% |
| 1Y | -19.7% | +6.1% | -25.7% | -24.2% |
| All | -19.7% | +0.9% | -20.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling