+22,994.0%
TSLA vs NRG
+615.2%
+22,378.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.0% |
| 7D | +3.0% | +3.9% | -0.8% | +1.6% |
| 30D | +11.2% | -3.0% | +14.1% | +11.7% |
| 3M | -7.3% | -10.9% | +3.6% | -5.3% |
| 6M | -7.7% | -25.3% | +17.5% | -1.4% |
| YTD | -18.2% | -26.8% | +8.6% | -12.5% |
| 1Y | +6.0% | -23.3% | +29.3% | +11.3% |
| 3Y | +48.0% | +208.6% | -160.6% | -2.4% |
| 5Y | +46.2% | +194.1% | -148.0% | -3.8% |
| 10Y | +2,737.0% | +1,123.6% | +1,613.4% | +1,150.0% |
| All | +22,994.0% | +615.2% | +22,378.8% | +11,677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling