+48.2%
TSLA vs NOC
+26.5%
+21.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.4% | -2.7% | +6.1% | +3.6% |
| 30D | +12.0% | -8.9% | +20.9% | +12.7% |
| 3M | -10.0% | -3.7% | -6.3% | -9.8% |
| 6M | -7.2% | -30.8% | +23.6% | -3.0% |
| YTD | -18.1% | -7.9% | -10.2% | -18.0% |
| 1Y | +6.3% | -9.4% | +15.7% | +6.7% |
| 3Y | +48.2% | +29.0% | +19.2% | +44.3% |
| All | +48.2% | +26.5% | +21.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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