-7.6%
TSLA vs COMP
-17.6%
+10.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.7% | -6.5% | +1.8% |
| 7D | -10.4% | +13.4% | -23.8% | -12.9% |
| 30D | -5.2% | +11.1% | -16.3% | -7.8% |
| 3M | +12.1% | -18.8% | +30.9% | +16.6% |
| 6M | -10.2% | +10.5% | -20.7% | -13.6% |
| YTD | -20.3% | -3.4% | -16.9% | -22.7% |
| 1Y | -19.7% | +19.7% | -39.4% | -25.9% |
| 3Y | +63.4% | +381.6% | -318.2% | -2.0% |
| All | -7.6% | -17.6% | +10.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling