+48.2%
TSLA vs JCI
+169.7%
-121.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | +3.4% | +5.1% | -1.7% | -0.2% |
| 30D | +12.0% | -3.8% | +15.9% | +14.7% |
| 3M | -10.0% | +1.9% | -11.9% | -11.9% |
| 6M | -7.2% | +11.2% | -18.4% | -15.5% |
| YTD | -18.1% | +22.9% | -41.1% | -31.7% |
| 1Y | +6.3% | +37.4% | -31.1% | -19.7% |
| 3Y | +48.2% | +167.8% | -119.7% | -31.6% |
| All | +48.2% | +169.7% | -121.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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