+4.5%
TSLA vs NSC
+20.8%
-16.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.4% | -1.4% | -2.0% | -3.5% |
| 30D | +9.2% | -3.4% | +12.6% | +8.8% |
| 3M | -4.7% | +5.1% | -9.8% | -5.4% |
| 6M | -8.9% | +9.2% | -18.1% | -10.6% |
| YTD | -19.2% | +13.4% | -32.6% | -21.6% |
| 1Y | +4.5% | +20.8% | -16.3% | +0.3% |
| All | +4.5% | +20.8% | -16.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling