-15.1%
TSLA vs META
+2.0%
-17.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +3.6% |
| 7D | -6.4% | +5.7% | -12.1% | -8.1% |
| 30D | -1.2% | -10.8% | +9.5% | +2.7% |
| 3M | +15.1% | +8.4% | +6.6% | +10.6% |
| 6M | -11.7% | +5.4% | -17.1% | -14.1% |
| YTD | -15.9% | -2.6% | -13.4% | -18.6% |
| All | -15.1% | +2.0% | -17.1% | -19.7% |
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