+22,131.9%
TSLA vs NEM
+198.9%
+21,933.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +10.1% | +23.1% | -13.0% | +6.7% |
| 3M | -15.4% | +18.5% | -33.9% | -17.7% |
| 6M | -12.8% | +7.8% | -20.6% | -14.2% |
| YTD | -21.3% | +29.1% | -50.4% | -24.8% |
| 1Y | +4.6% | +72.7% | -68.1% | -4.5% |
| 3Y | +44.5% | +248.7% | -204.2% | +16.9% |
| 5Y | +44.8% | +148.7% | -103.9% | +20.3% |
| 10Y | +2,585.4% | +304.8% | +2,280.6% | +1,971.9% |
| All | +22,131.9% | +198.9% | +21,933.0% | +18,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling