+38.0%
TSLA vs COMP
+215.9%
-177.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.0% |
| 7D | +1.5% | +1.4% | +0.2% | +1.3% |
| 30D | +10.1% | -13.3% | +23.4% | +12.7% |
| 3M | -15.4% | +41.1% | -56.5% | -20.2% |
| 6M | -12.8% | +17.2% | -30.0% | -16.3% |
| YTD | -21.3% | +5.2% | -26.5% | -23.6% |
| 1Y | +4.6% | +18.9% | -14.3% | -1.2% |
| All | +38.0% | +215.9% | -177.9% | -3.3% |
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