+29.0%
TSLA vs CART
+37.6%
-8.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.4% | -8.4% | -10.3% |
| 7D | -14.8% | +1.2% | -16.0% | -14.9% |
| 30D | -9.7% | +27.1% | -36.8% | -13.7% |
| 3M | +6.9% | +27.4% | -20.5% | +1.7% |
| 6M | -11.7% | +32.1% | -43.9% | -17.0% |
| YTD | -23.6% | +28.5% | -52.1% | -28.0% |
| 1Y | -25.6% | +58.8% | -84.4% | -33.6% |
| 3Y | +56.3% | +114.8% | -58.5% | +27.5% |
| All | +29.0% | +37.6% | -8.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 all: compounded portfolio wealth divided by compounded CART 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…
all analysis · Full analysis span regression · 6 months rolling