+80.0%
TSLA vs COMP
+431.5%
-351.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.5% |
| 6M | -11.7% | +23.7% | -35.5% | -15.6% |
| YTD | -15.9% | +2.1% | -18.0% | -18.3% |
| 1Y | -12.0% | +26.2% | -38.2% | -17.6% |
| 3Y | +80.0% | +470.9% | -390.9% | +28.7% |
| All | +80.0% | +431.5% | -351.5% | +28.7% |
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