+74.4%
TSLA vs CHD
+31.2%
+43.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.6% |
| 7D | +8.9% | +3.6% | +5.3% | +9.6% |
| 30D | +6.3% | +10.4% | -4.1% | +8.3% |
| 3M | +14.8% | +12.2% | +2.6% | +17.3% |
| 6M | -12.4% | +19.9% | -32.3% | -9.3% |
| YTD | -13.2% | +36.4% | -49.6% | -9.1% |
| 1Y | -2.9% | +35.1% | -38.1% | +1.6% |
| 3Y | +74.4% | +29.2% | +45.2% | +92.7% |
| All | +74.4% | +31.2% | +43.2% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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