+80.0%
TSLA vs NDAQ
+117.2%
-37.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.8% |
| 7D | -6.4% | -0.1% | -6.3% | -6.2% |
| 30D | -1.2% | +15.9% | -17.1% | -9.8% |
| 3M | +15.1% | +15.1% | 0.0% | +5.4% |
| 6M | -11.7% | +22.9% | -34.6% | -23.5% |
| YTD | -15.9% | +12.8% | -28.8% | -22.8% |
| 1Y | -12.0% | +26.0% | -38.0% | -27.9% |
| 3Y | +80.0% | +119.7% | -39.7% | +3.8% |
| All | +80.0% | +117.2% | -37.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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