+4.6%
TSLA vs DT
+4.0%
+0.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.7% |
| 7D | +1.5% | -3.3% | +4.8% | +2.1% |
| 30D | +10.1% | +2.0% | +8.1% | +9.8% |
| 3M | -15.4% | +20.0% | -35.4% | -17.6% |
| 6M | -12.8% | +39.3% | -52.1% | -17.7% |
| YTD | -21.3% | +19.8% | -41.0% | -23.9% |
| 1Y | +4.6% | +4.3% | +0.3% | +3.1% |
| All | +4.6% | +4.0% | +0.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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