-13.3%
TSLA vs CAPR
+47.4%
-60.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.3% | -11.6% | -3.4% |
| 7D | -4.7% | +43.2% | -47.9% | -5.0% |
| 30D | +1.7% | +14.7% | -12.9% | +1.6% |
| 3M | +17.7% | +113.9% | -96.2% | +16.6% |
| 6M | -1.9% | -73.4% | +71.5% | -1.3% |
| YTD | -14.3% | -69.1% | +54.7% | -14.1% |
| 1Y | -13.3% | +47.2% | -60.5% | -16.4% |
| All | -13.3% | +47.4% | -60.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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