-13.3%
TSLA vs META
+0.7%
-13.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -3.8% |
| 7D | -4.7% | +2.9% | -7.6% | -5.7% |
| 30D | +1.7% | -15.1% | +16.8% | +7.6% |
| 3M | +17.7% | +7.2% | +10.4% | +13.3% |
| 6M | -1.9% | +3.4% | -5.3% | -4.0% |
| YTD | -14.3% | -4.3% | -10.0% | -16.3% |
| 1Y | -13.3% | +0.8% | -14.1% | -18.4% |
| All | -13.3% | +0.7% | -13.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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