+34.4%
TSLA vs COST
+69.9%
-35.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +3.0% | -2.8% | +5.8% | +4.7% |
| 30D | +11.2% | -5.3% | +16.4% | +14.4% |
| 3M | -7.3% | -6.7% | -0.6% | -4.3% |
| 6M | -7.7% | -9.9% | +2.2% | -3.6% |
| YTD | -18.2% | +5.1% | -23.3% | -25.6% |
| 1Y | +6.0% | -7.3% | +13.3% | +7.3% |
| All | +34.4% | +69.9% | -35.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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