+40.8%
TSLA vs CAPR
+56.4%
-15.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -5.9% |
| 7D | +1.5% | -2.0% | +3.5% | +1.6% |
| 30D | +10.1% | +139.2% | -129.1% | +8.3% |
| 3M | -15.4% | -66.4% | +51.0% | -14.8% |
| 6M | -12.8% | -63.1% | +50.4% | -12.4% |
| YTD | -21.3% | -67.4% | +46.2% | -20.8% |
| 1Y | +4.6% | +58.2% | -53.7% | -2.2% |
| All | +40.8% | +56.4% | -15.6% | +18.6% |
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