+74.4%
TSLA vs DIS
+38.8%
+35.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | +8.9% | +1.9% | +7.0% | +7.8% |
| 30D | +6.3% | +9.2% | -2.9% | +1.1% |
| 3M | +14.8% | +13.5% | +1.3% | +6.3% |
| 6M | -12.4% | +14.3% | -26.6% | -19.5% |
| YTD | -13.2% | +5.4% | -18.6% | -16.7% |
| 1Y | -2.9% | +12.2% | -15.1% | -11.0% |
| 3Y | +74.4% | +37.2% | +37.2% | +42.7% |
| All | +74.4% | +38.8% | +35.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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