-9.2%
TSLA vs CAPR
+81.6%
-90.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.5% | -23.6% | +2.7% |
| 7D | +1.5% | +25.8% | -24.3% | +1.2% |
| 30D | +3.4% | +50.2% | -46.8% | +3.0% |
| 3M | +17.4% | +185.5% | -168.1% | +16.0% |
| 6M | -12.2% | -64.8% | +52.7% | -11.9% |
| YTD | -13.1% | -61.1% | +48.0% | -13.0% |
| All | -9.2% | +81.6% | -90.8% | -12.4% |
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