+74.7%
TSLA vs NTAP
+150.8%
-76.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +1.2% |
| 7D | +1.5% | -2.4% | +3.9% | +2.7% |
| 30D | +3.4% | -23.4% | +26.8% | +14.8% |
| 3M | +17.4% | -7.5% | +25.0% | +20.1% |
| 6M | -12.2% | +56.4% | -68.5% | -30.4% |
| YTD | -13.1% | +73.6% | -86.7% | -35.3% |
| 1Y | -11.1% | +68.4% | -79.5% | -32.9% |
| All | +74.7% | +150.8% | -76.1% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling