+22,131.9%
TSLA vs NSC
+756.0%
+21,375.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.2% |
| 7D | +1.5% | -5.5% | +7.0% | +4.4% |
| 30D | +10.1% | -3.2% | +13.3% | +11.8% |
| 3M | -15.4% | +7.7% | -23.1% | -19.3% |
| 6M | -12.8% | +4.5% | -17.3% | -16.1% |
| YTD | -21.3% | +15.6% | -36.8% | -28.3% |
| 1Y | +4.6% | +19.8% | -15.2% | -6.6% |
| 3Y | +44.5% | +70.1% | -25.6% | +5.7% |
| 5Y | +44.8% | +46.1% | -1.3% | +13.0% |
| 10Y | +2,585.4% | +328.1% | +2,257.3% | +1,021.3% |
| All | +22,131.9% | +756.0% | +21,375.9% | +5,426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling