-13.3%
TSLA vs IWM
+18.7%
-32.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -5.1% |
| 7D | -4.7% | +1.0% | -5.7% | -5.9% |
| 30D | +1.7% | +0.2% | +1.5% | +1.4% |
| 3M | +17.7% | -5.6% | +23.3% | +26.2% |
| 6M | -1.9% | +2.7% | -4.6% | -3.5% |
| YTD | -14.3% | +16.2% | -30.5% | -25.6% |
| 1Y | -13.3% | +18.9% | -32.2% | -27.5% |
| All | -13.3% | +18.7% | -32.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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