+4.5%
TSLA vs DT
+1.8%
+2.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | +9.2% | +3.5% | +5.7% | +8.7% |
| 3M | -4.7% | +26.7% | -31.4% | -8.0% |
| 6M | -8.9% | +36.1% | -45.1% | -13.8% |
| YTD | -19.2% | +18.6% | -37.8% | -21.7% |
| 1Y | +4.5% | +7.9% | -3.4% | +3.2% |
| All | +4.5% | +1.8% | +2.8% | +3.2% |
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