-2.9%
TSLA vs NTAP
+65.9%
-68.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | +8.9% | +7.2% | +1.7% | +7.0% |
| 30D | +6.3% | -18.4% | +24.7% | +11.1% |
| 3M | +14.8% | -11.3% | +26.1% | +17.7% |
| 6M | -12.4% | +53.8% | -66.1% | -19.5% |
| YTD | -13.2% | +72.0% | -85.2% | -22.5% |
| 1Y | -2.9% | +68.0% | -71.0% | -13.2% |
| All | -2.9% | +65.9% | -68.8% | -13.2% |
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