-13.3%
TSLA vs DLTR
+45.2%
-58.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.6% | -13.0% | -3.5% |
| 7D | -4.7% | +15.6% | -20.3% | -5.0% |
| 30D | +1.7% | +29.9% | -28.2% | +0.8% |
| 3M | +17.7% | +12.5% | +5.2% | +17.4% |
| 6M | -1.9% | +56.3% | -58.2% | -5.4% |
| YTD | -14.3% | +19.5% | -33.9% | -15.1% |
| 1Y | -13.3% | +44.0% | -57.3% | -20.0% |
| All | -13.3% | +45.2% | -58.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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