-13.3%
TSLA vs NTAP
+66.6%
-79.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -4.7% | -16.1% | +11.4% | -1.0% |
| 30D | +1.7% | -15.9% | +17.6% | +5.6% |
| 3M | +17.7% | -1.2% | +18.9% | +17.6% |
| 6M | -1.9% | +70.1% | -71.9% | -13.6% |
| YTD | -14.3% | +77.9% | -92.3% | -25.5% |
| 1Y | -13.3% | +68.1% | -81.4% | -23.9% |
| All | -13.3% | +66.6% | -79.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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