+4.6%
TSLA vs M
+46.1%
-41.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -6.5% |
| 7D | +1.5% | +4.7% | -3.2% | +0.5% |
| 30D | +10.1% | -9.6% | +19.8% | +12.6% |
| 3M | -15.4% | +0.9% | -16.2% | -15.7% |
| 6M | -12.8% | +22.3% | -35.0% | -16.5% |
| YTD | -21.3% | +6.5% | -27.8% | -23.0% |
| 1Y | +4.6% | +38.8% | -34.2% | -9.2% |
| All | +4.6% | +46.1% | -41.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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