+6.0%
TSLA vs IR
-8.0%
+14.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | +11.2% | -15.0% | +26.2% | +14.2% |
| 3M | -7.3% | -0.4% | -6.9% | -7.4% |
| 6M | -7.7% | -15.0% | +7.3% | -7.0% |
| YTD | -18.2% | -7.1% | -11.2% | -18.5% |
| 1Y | +6.0% | -7.5% | +13.5% | +6.7% |
| All | +6.0% | -8.0% | +14.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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