-7.6%
TSLA vs D
+12.5%
-20.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | -10.4% | +3.0% | -13.4% | -10.6% |
| 30D | -5.2% | +11.5% | -16.7% | -6.0% |
| 3M | +12.1% | +3.7% | +8.4% | +11.8% |
| 6M | -10.2% | +13.5% | -23.7% | -11.5% |
| YTD | -20.3% | +20.7% | -41.1% | -22.3% |
| 1Y | -19.7% | +18.2% | -37.9% | -21.4% |
| 3Y | +63.4% | +73.3% | -9.9% | +47.4% |
| All | -7.6% | +12.5% | -20.1% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling