-9.3%
TSLA vs META
-16.9%
+7.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -9.5% |
| 7D | -14.8% | -3.1% | -11.7% | -13.4% |
| 30D | -9.7% | -18.1% | +8.4% | -5.1% |
| All | -9.3% | -16.9% | +7.6% | -4.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling