-14.7%
TSLA vs IWM
+15.7%
-30.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +1.3% |
| 7D | -4.7% | +0.3% | -5.0% | -4.6% |
| 30D | -0.8% | +0.6% | -1.4% | -1.1% |
| 3M | +14.8% | -6.2% | +21.0% | +24.4% |
| 6M | -11.3% | -0.8% | -10.6% | -9.0% |
| YTD | -15.6% | +14.8% | -30.3% | -24.4% |
| 1Y | -14.7% | +16.1% | -30.8% | -25.3% |
| All | -14.7% | +15.7% | -30.4% | -25.3% |
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