+24,401.0%
TSLA vs NSC
+755.4%
+23,645.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.0% |
| 7D | +8.9% | +2.5% | +6.5% | +7.7% |
| 30D | +6.3% | +1.7% | +4.6% | +5.5% |
| 3M | +14.8% | -2.6% | +17.3% | +16.2% |
| 6M | -12.4% | +6.4% | -18.8% | -16.1% |
| YTD | -13.2% | +15.5% | -28.7% | -20.9% |
| 1Y | -2.9% | +17.6% | -20.5% | -12.4% |
| 3Y | +74.4% | +75.0% | -0.5% | +26.0% |
| 5Y | +13.3% | +32.2% | -18.9% | -6.8% |
| 10Y | +3,004.2% | +296.6% | +2,707.6% | +1,252.6% |
| All | +24,401.0% | +755.4% | +23,645.7% | +5,993.9% |
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