+4.6%
TSLA vs D
+15.7%
-11.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -6.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.7% |
| 30D | +10.1% | -3.6% | +13.7% | +8.8% |
| 3M | -15.4% | -1.0% | -14.4% | -15.7% |
| 6M | -12.8% | +6.3% | -19.1% | -11.7% |
| YTD | -21.3% | +14.7% | -36.0% | -17.8% |
| 1Y | +4.6% | +16.9% | -12.3% | +10.0% |
| All | +4.6% | +15.7% | -11.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling