+66.1%
TSLA vs NBIS
+1,496.3%
-1,430.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.5% |
| 7D | -3.4% | +8.3% | -11.7% | -4.5% |
| 30D | +9.2% | +18.1% | -8.8% | +5.5% |
| 3M | -4.7% | +7.8% | -12.5% | -8.6% |
| 6M | -8.9% | +136.6% | -145.5% | -24.2% |
| YTD | -19.2% | +172.5% | -191.7% | -35.1% |
| 1Y | +4.5% | +144.3% | -139.7% | -15.8% |
| All | +66.1% | +1,496.3% | -1,430.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling