+33.6%
TSLA vs NRG
+203.5%
-169.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +3.2% | -4.7% | +7.9% | +4.8% |
| 30D | +11.6% | -6.0% | +17.5% | +13.4% |
| 3M | -8.4% | -8.0% | -0.5% | -7.6% |
| 6M | -10.4% | -23.2% | +12.8% | -4.7% |
| YTD | -18.7% | -28.1% | +9.3% | -12.1% |
| 1Y | -0.9% | -27.3% | +26.4% | +6.3% |
| 3Y | +33.6% | +208.7% | -175.1% | -14.9% |
| All | +33.6% | +203.5% | -169.9% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling