+46.2%
TSLA vs NOC
+55.2%
-9.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.2% |
| 30D | +11.2% | -10.4% | +21.5% | +12.2% |
| 3M | -7.3% | -5.6% | -1.7% | -6.9% |
| 6M | -7.7% | -30.4% | +22.7% | -3.9% |
| YTD | -18.2% | -8.5% | -9.7% | -17.9% |
| 1Y | +6.0% | -8.3% | +14.3% | +6.4% |
| 3Y | +48.0% | +28.2% | +19.8% | +42.1% |
| 5Y | +46.2% | +56.7% | -10.5% | +32.8% |
| All | +46.2% | +55.2% | -9.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling