+63.4%
TSLA vs COMP
+353.8%
-290.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.7% | -6.5% | +2.3% |
| 7D | -10.4% | +13.4% | -23.8% | -12.4% |
| 30D | -5.2% | +11.1% | -16.3% | -7.2% |
| 3M | +12.1% | -18.8% | +30.9% | +15.7% |
| 6M | -10.2% | +10.5% | -20.7% | -12.5% |
| YTD | -20.3% | -3.4% | -16.9% | -21.9% |
| 1Y | -19.7% | +19.7% | -39.4% | -24.2% |
| 3Y | +63.4% | +381.6% | -318.2% | +15.4% |
| All | +63.4% | +353.8% | -290.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling