-0.9%
TSLA vs JPM
+20.5%
-21.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +11.6% | -2.5% | +14.0% | +12.5% |
| 3M | -8.4% | +14.1% | -22.6% | -12.6% |
| 6M | -10.4% | +25.1% | -35.5% | -18.5% |
| YTD | -18.7% | +12.1% | -30.9% | -22.4% |
| 1Y | -0.9% | +18.8% | -19.7% | -7.6% |
| All | -0.9% | +20.5% | -21.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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