-0.9%
TSLA vs CLX
-25.9%
+24.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.5% |
| 7D | +3.2% | -5.7% | +8.9% | +3.1% |
| 30D | +11.6% | -17.0% | +28.6% | +11.1% |
| 3M | -8.4% | -9.7% | +1.2% | -8.5% |
| 6M | -10.4% | -19.8% | +9.4% | -11.1% |
| YTD | -18.7% | -9.8% | -8.9% | -15.9% |
| 1Y | -0.9% | -26.2% | +25.3% | -4.5% |
| All | -0.9% | -25.9% | +24.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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