+34.4%
TSLA vs GTLB
-12.2%
+46.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +3.0% | -6.6% | +9.6% | +4.8% |
| 30D | +11.2% | +13.7% | -2.6% | +6.7% |
| 3M | -7.3% | +52.9% | -60.2% | -18.6% |
| 6M | -7.7% | +88.5% | -96.2% | -25.6% |
| YTD | -18.2% | +23.4% | -41.7% | -25.0% |
| 1Y | +6.0% | -3.8% | +9.8% | +4.3% |
| All | +34.4% | -12.2% | +46.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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