+34.4%
TSLA vs GOOGL
+144.5%
-110.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.6% |
| 7D | +3.0% | -1.9% | +4.9% | +4.5% |
| 30D | +11.2% | -7.5% | +18.6% | +17.5% |
| 3M | -7.3% | -9.2% | +1.9% | -0.9% |
| 6M | -7.7% | +8.1% | -15.8% | -14.9% |
| YTD | -18.2% | +5.8% | -24.1% | -23.7% |
| 1Y | +6.0% | +38.3% | -32.3% | -20.5% |
| All | +34.4% | +144.5% | -110.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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