+80.0%
TSLA vs META
+102.7%
-22.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +3.0% |
| 7D | -6.4% | +5.7% | -12.1% | -8.7% |
| 30D | -1.2% | -10.8% | +9.5% | +4.2% |
| 3M | +15.1% | +8.4% | +6.6% | +9.1% |
| 6M | -11.7% | +5.4% | -17.1% | -15.5% |
| YTD | -15.9% | -2.6% | -13.4% | -17.5% |
| 1Y | -12.0% | +3.5% | -15.5% | -16.6% |
| 3Y | +80.0% | +102.0% | -22.0% | +43.2% |
| All | +80.0% | +102.7% | -22.7% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling