+34.4%
TSLA vs DT
+6.3%
+28.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +3.0% | -0.5% | +3.6% | +3.2% |
| 30D | +11.2% | +0.1% | +11.1% | +11.1% |
| 3M | -7.3% | +24.1% | -31.4% | -14.5% |
| 6M | -7.7% | +30.1% | -37.9% | -17.8% |
| YTD | -18.2% | +16.8% | -35.0% | -23.8% |
| 1Y | +6.0% | -0.1% | +6.1% | +5.7% |
| All | +34.4% | +6.3% | +28.2% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling