+34.4%
TSLA vs IT
-52.2%
+86.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +3.0% | -9.1% | +12.2% | +4.8% |
| 30D | +11.2% | -12.2% | +23.3% | +13.7% |
| 3M | -7.3% | +7.8% | -15.1% | -9.3% |
| 6M | -7.7% | +2.0% | -9.7% | -9.3% |
| YTD | -18.2% | -32.7% | +14.5% | -7.3% |
| 1Y | +6.0% | -31.1% | +37.1% | +18.3% |
| All | +34.4% | -52.2% | +86.6% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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