+40.8%
TSLA vs COO
-22.0%
+62.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.5% |
| 7D | +1.5% | -2.2% | +3.7% | +2.3% |
| 30D | +10.1% | -7.0% | +17.1% | +12.6% |
| 3M | -15.4% | +12.2% | -27.6% | -19.3% |
| 6M | -12.8% | -15.1% | +2.3% | -7.5% |
| YTD | -21.3% | -15.1% | -6.2% | -16.5% |
| 1Y | +4.6% | +2.3% | +2.3% | +2.5% |
| All | +40.8% | -22.0% | +62.8% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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