+34.4%
TSLA vs NSC
+75.0%
-40.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +3.0% | -2.0% | +5.1% | +3.8% |
| 30D | +11.2% | -3.2% | +14.4% | +12.5% |
| 3M | -7.3% | +3.9% | -11.2% | -9.6% |
| 6M | -7.7% | +7.8% | -15.5% | -12.3% |
| YTD | -18.2% | +13.4% | -31.6% | -24.5% |
| 1Y | +6.0% | +20.3% | -14.3% | -5.3% |
| All | +34.4% | +75.0% | -40.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling