+2,256.4%
TSLA vs NET
+1,381.0%
+875.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.8% | -2.4% |
| 7D | -4.7% | -16.4% | +11.7% | +1.3% |
| 30D | +1.7% | -25.8% | +27.6% | +12.6% |
| 3M | +17.7% | -11.5% | +29.2% | +21.0% |
| 6M | -1.9% | +18.9% | -20.8% | -12.7% |
| YTD | -14.3% | +35.2% | -49.6% | -29.9% |
| 1Y | -13.3% | +14.5% | -27.8% | -24.4% |
| 3Y | +75.1% | +313.8% | -238.7% | -11.2% |
| 5Y | -6.0% | +32.6% | -38.6% | -39.4% |
| All | +2,256.4% | +1,381.0% | +875.4% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling