-15.1%
TSLA vs COMP
+25.5%
-40.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.1% | +4.5% |
| 7D | -6.4% | +14.5% | -20.9% | -8.6% |
| 30D | -1.2% | +14.9% | -16.1% | -3.8% |
| 3M | +15.1% | -14.2% | +29.3% | +17.7% |
| 6M | -11.7% | +23.7% | -35.5% | -15.0% |
| YTD | -15.9% | +2.1% | -18.0% | -19.1% |
| All | -15.1% | +25.5% | -40.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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