-15.1%
TSLA vs GLW
+33.1%
-48.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.3% | -3.7% | +3.3% |
| 7D | -6.4% | -5.9% | -0.5% | -5.1% |
| 30D | -1.2% | -26.0% | +24.8% | +5.1% |
| 3M | +15.1% | -29.9% | +44.9% | +22.7% |
| 6M | -11.7% | -37.8% | +26.0% | -4.5% |
| YTD | -15.9% | +33.1% | -49.1% | -18.3% |
| All | -15.1% | +33.1% | -48.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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