+46.2%
TSLA vs NEM
+156.0%
-109.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +3.0% | +3.1% | 0.0% | +2.7% |
| 30D | +11.2% | +10.0% | +1.2% | +9.9% |
| 3M | -7.3% | +30.9% | -38.2% | -10.3% |
| 6M | -7.7% | +10.5% | -18.3% | -9.5% |
| YTD | -18.2% | +29.7% | -47.9% | -20.9% |
| 1Y | +6.0% | +71.1% | -65.1% | +0.3% |
| 3Y | +48.0% | +252.1% | -204.1% | +30.5% |
| 5Y | +46.2% | +157.7% | -111.5% | +35.9% |
| All | +46.2% | +156.0% | -109.8% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling