-13.3%
TSLA vs M
+36.6%
-49.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.6% | -11.0% | -4.0% |
| 7D | -4.7% | +8.3% | -13.0% | -5.4% |
| 30D | +1.7% | +14.2% | -12.5% | +0.2% |
| 3M | +17.7% | -1.1% | +18.8% | +18.5% |
| 6M | -1.9% | +36.6% | -38.5% | -5.2% |
| YTD | -14.3% | +19.8% | -34.1% | -17.1% |
| 1Y | -13.3% | +37.2% | -50.5% | -19.2% |
| All | -13.3% | +36.6% | -49.8% | -19.2% |
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