+68.2%
TSLA vs NBIS
+1,606.6%
-1,538.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +3.0% |
| 7D | +3.4% | +22.2% | -18.8% | +0.6% |
| 30D | +12.0% | +29.7% | -17.7% | +6.9% |
| 3M | -10.0% | +11.9% | -21.8% | -14.0% |
| 6M | -7.2% | +173.0% | -180.2% | -24.4% |
| YTD | -18.1% | +191.4% | -209.5% | -34.8% |
| 1Y | +6.3% | +280.7% | -274.4% | -21.8% |
| All | +68.2% | +1,606.6% | -1,538.4% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling