+74.4%
TSLA vs CAPR
+239.1%
-164.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.1% | -1.7% |
| 7D | +8.9% | +5.9% | +3.0% | +8.8% |
| 30D | +6.3% | +44.6% | -38.3% | +5.6% |
| 3M | +14.8% | +126.4% | -111.6% | +12.8% |
| 6M | -12.4% | -68.6% | +56.2% | -11.8% |
| YTD | -13.2% | -67.0% | +53.7% | -12.9% |
| 1Y | -2.9% | +65.2% | -68.1% | -9.4% |
| 3Y | +74.4% | +235.6% | -161.1% | +36.0% |
| All | +74.4% | +239.1% | -164.7% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling