-11.1%
TSLA vs CG
-19.9%
+8.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | +1.5% | -3.8% | +5.3% | +2.9% |
| 30D | +3.4% | +7.5% | -4.1% | +1.1% |
| 3M | +17.4% | -14.4% | +31.8% | +24.1% |
| 6M | -12.2% | -15.7% | +3.5% | -6.7% |
| YTD | -13.1% | -29.0% | +15.9% | -3.9% |
| 1Y | -11.1% | -22.1% | +11.0% | -7.6% |
| All | -11.1% | -19.9% | +8.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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