+74.4%
TSLA vs D
+73.4%
+1.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +8.9% | -1.4% | +10.3% | +8.8% |
| 30D | +6.3% | +7.7% | -1.5% | +6.8% |
| 3M | +14.8% | -0.3% | +15.1% | +14.9% |
| 6M | -12.4% | +10.1% | -22.4% | -12.1% |
| YTD | -13.2% | +19.1% | -32.3% | -13.1% |
| 1Y | -2.9% | +15.9% | -18.8% | -2.7% |
| 3Y | +74.4% | +75.0% | -0.6% | +64.8% |
| All | +74.4% | +73.4% | +1.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling