+15.5%
TSLA vs B
+107.0%
-91.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | +8.9% | -7.3% | +16.3% | +10.5% |
| 30D | +6.3% | -3.3% | +9.6% | +6.7% |
| 3M | +14.8% | -7.8% | +22.5% | +16.4% |
| 6M | -12.4% | -15.5% | +3.2% | -10.0% |
| YTD | -13.2% | -12.3% | -1.0% | -12.3% |
| 1Y | -2.9% | +5.4% | -8.3% | -4.8% |
| 3Y | +74.4% | +165.5% | -91.1% | +47.5% |
| All | +15.5% | +107.0% | -91.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling