+67.0%
TSLA vs NBIS
+1,471.4%
-1,404.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +11.6% | -13.4% | +24.9% | +13.3% |
| 3M | -8.4% | +1.0% | -9.5% | -11.3% |
| 6M | -10.4% | +100.5% | -110.9% | -23.4% |
| YTD | -18.7% | +168.3% | -187.0% | -34.6% |
| 1Y | -0.9% | +151.8% | -152.7% | -20.6% |
| All | +67.0% | +1,471.4% | -1,404.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIS.
Daily Out/Under-Performance
Portfolio return minus NBIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIS 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 10y: compounded portfolio wealth divided by compounded NBIS 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…
10y analysis · Full analysis span regression · 6 months rolling