+33.6%
TSLA vs MKTX
-25.3%
+58.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +11.6% | +0.7% | +10.9% | +11.6% |
| 3M | -8.4% | +40.8% | -49.2% | -7.3% |
| 6M | -10.4% | -8.0% | -2.4% | -10.8% |
| YTD | -18.7% | -8.7% | -10.0% | -19.2% |
| 1Y | -0.9% | -11.8% | +10.9% | -1.2% |
| 3Y | +33.6% | -24.0% | +57.6% | +30.7% |
| All | +33.6% | -25.3% | +58.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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