+74.4%
TSLA vs DIA
+60.3%
+14.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -2.1% |
| 7D | +8.9% | +2.1% | +6.8% | +4.8% |
| 30D | +6.3% | +1.5% | +4.8% | +3.4% |
| 3M | +14.8% | -2.4% | +17.2% | +20.4% |
| 6M | -12.4% | +6.0% | -18.3% | -21.3% |
| YTD | -13.2% | +10.1% | -23.3% | -28.0% |
| 1Y | -2.9% | +11.8% | -14.7% | -22.1% |
| 3Y | +74.4% | +59.7% | +14.7% | -17.2% |
| All | +74.4% | +60.3% | +14.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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