+6.1%
TSLA vs IWM
+25.1%
-19.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.5% |
| 7D | +3.4% | +1.4% | +2.0% | +1.7% |
| 30D | +12.0% | -2.3% | +14.3% | +15.2% |
| 3M | -10.0% | +4.0% | -13.9% | -13.1% |
| 6M | -7.2% | +17.9% | -25.1% | -20.7% |
| YTD | -18.1% | +20.2% | -38.3% | -31.4% |
| All | +6.1% | +25.1% | -19.0% | -12.1% |
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