+34.4%
TSLA vs NEM
+248.5%
-214.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +3.0% | +3.1% | 0.0% | +2.5% |
| 30D | +11.2% | +10.0% | +1.2% | +9.2% |
| 3M | -7.3% | +30.9% | -38.2% | -11.9% |
| 6M | -7.7% | +10.5% | -18.3% | -10.3% |
| YTD | -18.2% | +29.7% | -47.9% | -22.7% |
| 1Y | +6.0% | +71.1% | -65.1% | -4.0% |
| All | +34.4% | +248.5% | -214.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling