+32.9%
TSLA vs COPX
+149.6%
-116.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | +2.3% |
| 7D | -3.4% | -2.9% | -0.5% | -2.1% |
| 30D | +9.2% | 0.0% | +9.2% | +9.0% |
| 3M | -4.7% | +14.8% | -19.5% | -11.6% |
| 6M | -8.9% | +7.0% | -16.0% | -13.4% |
| YTD | -19.2% | +23.8% | -43.0% | -31.2% |
| 1Y | +4.5% | +75.7% | -71.2% | -27.9% |
| All | +32.9% | +149.6% | -116.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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