+38.0%
TSLA vs NET
+339.9%
-301.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.3% |
| 7D | +1.5% | -7.0% | +8.5% | +4.0% |
| 30D | +10.1% | -4.8% | +14.9% | +11.6% |
| 3M | -15.4% | +3.8% | -19.2% | -16.9% |
| 6M | -12.8% | +50.0% | -62.8% | -28.8% |
| YTD | -21.3% | +41.5% | -62.7% | -35.5% |
| 1Y | +4.6% | +32.8% | -28.2% | -12.6% |
| All | +38.0% | +339.9% | -301.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling