+2,664.3%
TSLA vs NRG
+1,083.9%
+1,580.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +3.2% | -4.7% | +7.9% | +4.9% |
| 30D | +11.6% | -6.0% | +17.5% | +13.4% |
| 3M | -8.4% | -8.0% | -0.5% | -7.4% |
| 6M | -10.4% | -23.2% | +12.8% | -4.5% |
| YTD | -18.7% | -28.1% | +9.3% | -12.0% |
| 1Y | -0.9% | -27.3% | +26.4% | +6.5% |
| 3Y | +33.6% | +208.7% | -175.1% | -17.7% |
| 5Y | +48.9% | +197.7% | -148.7% | -8.9% |
| All | +2,664.3% | +1,083.9% | +1,580.4% | +1,154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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