+2,682.2%
TSLA vs NTAP
+596.0%
+2,086.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | +3.0% | +2.2% | +0.8% | +2.1% |
| 30D | +11.2% | -7.0% | +18.2% | +14.4% |
| 3M | -7.3% | +12.3% | -19.6% | -12.2% |
| 6M | -7.7% | +85.1% | -92.9% | -31.3% |
| YTD | -18.2% | +74.8% | -93.0% | -37.9% |
| 1Y | +6.0% | +52.7% | -46.7% | -14.6% |
| 3Y | +48.0% | +147.7% | -99.6% | -5.2% |
| 5Y | +46.2% | +124.8% | -78.6% | -4.0% |
| All | +2,682.2% | +596.0% | +2,086.2% | +1,211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling