+2,066.1%
TSLA vs NET
+1,449.6%
+616.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.2% |
| 7D | +1.5% | -7.0% | +8.5% | +4.3% |
| 30D | +10.1% | -4.8% | +14.9% | +11.8% |
| 3M | -15.4% | +3.8% | -19.2% | -17.1% |
| 6M | -12.8% | +50.0% | -62.8% | -29.1% |
| YTD | -21.3% | +41.5% | -62.7% | -35.8% |
| 1Y | +4.6% | +32.8% | -28.2% | -13.1% |
| 3Y | +44.5% | +335.9% | -291.4% | -27.7% |
| 5Y | +44.8% | +113.8% | -69.0% | -21.7% |
| All | +2,066.1% | +1,449.6% | +616.5% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling