+55.8%
TSLA vs COMP
-56.6%
+112.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.2% | -2.6% | -9.0% |
| 7D | -14.8% | -1.8% | -13.0% | -14.5% |
| 30D | -9.7% | -0.8% | -9.0% | -9.9% |
| 3M | +6.9% | -28.1% | +35.0% | +14.2% |
| 6M | -11.7% | +27.0% | -38.7% | -18.2% |
| YTD | -23.6% | -12.8% | -10.8% | -24.0% |
| 1Y | -25.6% | +4.9% | -30.5% | -29.3% |
| 3Y | +56.3% | +321.0% | -264.8% | -2.7% |
| 5Y | -15.6% | -25.6% | +10.0% | -28.0% |
| All | +55.8% | -56.6% | +112.4% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling