+34.4%
TSLA vs JPM
+161.8%
-127.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +3.0% | -0.4% | +3.4% | +3.4% |
| 30D | +11.2% | -1.4% | +12.6% | +12.2% |
| 3M | -7.3% | +13.9% | -21.2% | -17.1% |
| 6M | -7.7% | +23.5% | -31.3% | -24.0% |
| YTD | -18.2% | +11.6% | -29.9% | -26.7% |
| 1Y | +6.0% | +21.4% | -15.4% | -12.8% |
| All | +34.4% | +161.8% | -127.3% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling