+4.5%
TSLA vs NEM
+64.6%
-60.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -3.4% | -3.3% | -0.1% | -2.6% |
| 30D | +9.2% | +7.8% | +1.4% | +7.2% |
| 3M | -4.7% | +36.3% | -41.0% | -11.8% |
| 6M | -8.9% | +6.6% | -15.5% | -12.2% |
| YTD | -19.2% | +27.1% | -46.3% | -25.3% |
| 1Y | +4.5% | +62.3% | -57.8% | -16.8% |
| All | +4.5% | +64.6% | -60.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling